On Asymptotic Prediction Problems for Autoregressive Models with Explosive and Other Roots (Q3201455)
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scientific article; zbMATH DE number 4178500
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| English | On Asymptotic Prediction Problems for Autoregressive Models with Explosive and Other Roots |
scientific article; zbMATH DE number 4178500 |
Statements
On Asymptotic Prediction Problems for Autoregressive Models with Explosive and Other Roots (English)
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1989
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asymptotic prediction
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explosive roots
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k-dimensional
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p th order autoregressive process
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mean-square-error
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0.9179418087005616
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0.8587724566459656
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0.8464248180389404
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0.8381356596946716
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