Pages that link to "Item:Q4512734"
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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 4 items.
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
- 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)