Pages that link to "Item:Q4512734"

The following pages link to THE BEHAVIOR OF FORECAST ERRORS FROM A NEARLY INTEGRATED AR(1) MODEL AS BOTH SAMPLE SIZE AND FORECAST HORIZON BECOME LARGE (Q4512734):

Displayed 2 items.

• Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) ‎ (← links)
• Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process (Q4677032) ‎ (← links)