Pages that link to "Item:Q3577701"
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The following pages link to PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER (Q3577701):
Displaying 7 items.
- Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
- Toward optimal multistep forecasts in non-stationary autoregressions (Q605867) (← links)
- Model selection for integrated autoregressive processes of infinite order (Q765828) (← links)
- Order selection for possibly infinite-order non-stationary time series (Q2324319) (← links)
- A note on mean squared prediction error under the unit root model with deterministic trend (Q2930888) (← links)
- On asymptotic risk of selecting models for possibly nonstationary time-series (Q5861039) (← links)
- Model averaging for asymptotically optimal combined forecasts (Q6108268) (← links)
