On Confidence Intervals for Autoregressive Roots and Predictive Regression (Q4615873)
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scientific article; zbMATH DE number 7008051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Confidence Intervals for Autoregressive Roots and Predictive Regression |
scientific article; zbMATH DE number 7008051 |
Statements
On Confidence Intervals for Autoregressive Roots and Predictive Regression (English)
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29 January 2019
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autoregressive root
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confidence belt
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confidence interval
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coverage probability
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local to unity
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localizing coefficient
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predictive regression
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tightness
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