Unbiasedness of Predictions from Estimated Autoregressions when the True Order is Unknown (Q3042243)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unbiasedness of Predictions from Estimated Autoregressions when the True Order is Unknown |
scientific article |
Statements
Unbiasedness of Predictions from Estimated Autoregressions when the True Order is Unknown (English)
0 references
1984
0 references
unbiasedness
0 references
jointly symmetric processes
0 references
Gaussian stationary processes
0 references
moving averages of independent symmetrically distributed innovations
0 references
autoregressive processes
0 references
ordinary least squares
0 references
prediction errors
0 references
