On Asymptotic Prediction Problems for Autoregressive Models with Explosive and Other Roots (Q3201455)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On Asymptotic Prediction Problems for Autoregressive Models with Explosive and Other Roots
scientific article

    Statements

    On Asymptotic Prediction Problems for Autoregressive Models with Explosive and Other Roots (English)
    0 references
    1989
    0 references
    0 references
    0 references
    0 references
    0 references
    asymptotic prediction
    0 references
    explosive roots
    0 references
    k-dimensional
    0 references
    p th order autoregressive process
    0 references
    mean-square-error
    0 references
    0 references