Pages that link to "Item:Q2886966"
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The following pages link to FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION (Q2886966):
Displaying 4 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)
- Higher-order expansions of sample range from general error distribution (Q6571760) (← links)
