Optimality of GLS for one-step-ahead forecasting with regARIMA and related models when the regression is misspecified (Q2886977)
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scientific article; zbMATH DE number 6035278
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| English | Optimality of GLS for one-step-ahead forecasting with regARIMA and related models when the regression is misspecified |
scientific article; zbMATH DE number 6035278 |
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14 May 2012
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Optimality of GLS for one-step-ahead forecasting with regARIMA and related models when the regression is misspecified (English)
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0.7607045769691467
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0.7495831251144409
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0.7473324537277222
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