Unbiasedness of Predictions from Estimated Autoregressions when the True Order is Unknown (Q3042243)
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scientific article; zbMATH DE number 3837223
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| English | Unbiasedness of Predictions from Estimated Autoregressions when the True Order is Unknown |
scientific article; zbMATH DE number 3837223 |
Statements
Unbiasedness of Predictions from Estimated Autoregressions when the True Order is Unknown (English)
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1984
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unbiasedness
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jointly symmetric processes
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Gaussian stationary processes
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moving averages of independent symmetrically distributed innovations
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autoregressive processes
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ordinary least squares
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prediction errors
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