On least-squares and naïve extrapolations in a nonlinear \(AR(1)\) process (Q1367086)
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English | On least-squares and naïve extrapolations in a nonlinear \(AR(1)\) process |
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On least-squares and naïve extrapolations in a nonlinear \(AR(1)\) process (English)
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9 November 1997
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geometrically ergodic process
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nonlinear autoregressive process
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least squares extrapolation
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naïve extrapolation
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