Pages that link to "Item:Q1055137"
From MaRDI portal
The following pages link to Predictors for the first-order autoregressive process (Q1055137):
Displaying 10 items.
- The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (Q583802) (← links)
- The exact multi-period mean-square forecast error for the first-order autoregressive model (Q1118311) (← links)
- Bayesian long-run prediction in time series models (Q1899241) (← links)
- Real exchange rate forecasting and PPP: this time the random walk loses (Q2416211) (← links)
- FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION (Q2886966) (← links)
- PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (Q3471571) (← links)
- A new estimator for the unit root (Q3518405) (← links)
- Optimal Sampling of Parametric Families: Implications for Machine Learning (Q5131174) (← links)
- (Q5389791) (← links)
- Testing a Unit Root Based on Aggregate Time Series (Q5457983) (← links)