Pages that link to "Item:Q1879949"
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The following pages link to Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949):
Displaying 12 items.
- On the selection of forecasting models (Q274892) (← links)
- Time-series estimation of the effects of natural experiments (Q291869) (← links)
- Least-squares forecast averaging (Q299227) (← links)
- Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
- Toward optimal multistep forecasts in non-stationary autoregressions (Q605867) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Model averaging based on leave-subject-out cross-validation for vector autoregressions (Q1740272) (← links)
- Direct multiperiod forecasting for algorithmic trading (Q4687662) (← links)
- Predictor Selection for Positive Autoregressive Processes (Q4975347) (← links)
- Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)
- Forecasting time series of economic processes by model averaging across data frames of various lengths (Q5106992) (← links)
- The Multistep Beveridge–Nelson Decomposition (Q5864361) (← links)
