On Optimal Adaptive Prediction of Multivariate Autoregression (Q5256827)
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scientific article; zbMATH DE number 6452346
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English | On Optimal Adaptive Prediction of Multivariate Autoregression |
scientific article; zbMATH DE number 6452346 |
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On Optimal Adaptive Prediction of Multivariate Autoregression (English)
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29 June 2015
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adaptive prediction
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multivariate autoregression
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asymptotic risk efficiency
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optimal sample size
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stopping time
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truncated parameter estimators
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