Pages that link to "Item:Q2886966"

The following pages link to FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION (Q2886966):

Displaying 3 items.

• Variable selection, estimation and inference for multi-period forecasting problems (Q738005) (← links)
• Estimation bias and feasible conditional forecasts from the first-order moving average model (Q1695568) (← links)
• Multi‐step forecasting in the presence of breaks (Q4687663) (← links)