Median unbiased forecasts for highly persistent autoregressive processes (Q1868967)
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scientific article; zbMATH DE number 1895698
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| English | Median unbiased forecasts for highly persistent autoregressive processes |
scientific article; zbMATH DE number 1895698 |
Statements
Median unbiased forecasts for highly persistent autoregressive processes (English)
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9 April 2003
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Near-integrated AR process
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Conditional predictive inference
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Local-to-unity
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asymptotics
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Bootstrap
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0.7916828989982605
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0.7707763910293579
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0.751312255859375
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0.7508822679519653
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0.7481582760810852
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