Assessing One-Step-Ahead Prediction Error Based on the Median for First-Order Autoregressive Models in the Presence Of Outliers (Q2920073)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Assessing One-Step-Ahead Prediction Error Based on the Median for First-Order Autoregressive Models in the Presence Of Outliers
scientific article

    Statements

    Assessing One-Step-Ahead Prediction Error Based on the Median for First-Order Autoregressive Models in the Presence Of Outliers (English)
    0 references
    0 references
    0 references
    23 October 2012
    0 references
    conditional prediction error
    0 references
    mean square error
    0 references
    Monte Carlo simulation
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references