Asymptotic prediction mean squared error for vector autoregressive models (Q3206174)
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scientific article; zbMATH DE number 3647988
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| English | Asymptotic prediction mean squared error for vector autoregressive models |
scientific article; zbMATH DE number 3647988 |
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Asymptotic prediction mean squared error for vector autoregressive models (English)
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1979
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asymptotic prediction mean squared error
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multistep prediction
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autoregressive model
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multivariate time series
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regression model
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