Pages that link to "Item:Q1118311"
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The following pages link to The exact multi-period mean-square forecast error for the first-order autoregressive model (Q1118311):
Displaying 8 items.
- Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286) (← links)
- The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (Q583802) (← links)
- Variable selection, estimation and inference for multi-period forecasting problems (Q738005) (← links)
- Multi-step estimation and forecasting in dynamic models (Q756348) (← links)
- Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889) (← links)
- FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION (Q2886966) (← links)
- Forecast accuracy and effort: The case of US inflation rates (Q3096857) (← links)
- Multi‐step forecasting in the presence of breaks (Q4687663) (← links)
