On Assessing Prediction Error in Autoregressive Models
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Publication:4956035
DOI10.1111/1467-9892.00164zbMath0940.62087OpenAlexW2157487955MaRDI QIDQ4956035
Publication date: 24 May 2000
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00164
Inference from stochastic processes and prediction (62M20) Parametric tolerance and confidence regions (62F25)
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Assessing One-Step-Ahead Prediction Error Based on the Median for First-Order Autoregressive Models in the Presence Of Outliers ⋮ On Estimating Conditional Mean-Squared Prediction Error in Autoregressive Models
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