A Note on Mean‐squared Prediction Errors of the Least Squares Predictors in Random Walk Models (Q2784956)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on Mean‐squared Prediction Errors of the Least Squares Predictors in Random Walk Models |
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A Note on Mean‐squared Prediction Errors of the Least Squares Predictors in Random Walk Models (English)
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24 April 2002
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least squares estimator
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accumulated prediction error
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mean squared prediction error
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asymptotic expansions
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