Properties of Predictors in Misspecified Autoregressive Time Series Models (Q3716155)
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scientific article; zbMATH DE number 3945197
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| default for all languages | No label defined |
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| English | Properties of Predictors in Misspecified Autoregressive Time Series Models |
scientific article; zbMATH DE number 3945197 |
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1985
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non-Gaussian process
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misspecification
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stationary linear time series models
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autoregressive model
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autoregressive moving average model
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bias
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mean squared error
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least squares estimator
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time domain
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prediction
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dependence
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nonnormality
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Properties of Predictors in Misspecified Autoregressive Time Series Models (English)
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0.8429462909698486
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0.8420650362968445
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0.8241544365882874
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