On Some Asymptotic Results for Multivariate Autoregressive Models with Estimated Parameters (Q3769822)
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scientific article; zbMATH DE number 4028689
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| English | On Some Asymptotic Results for Multivariate Autoregressive Models with Estimated Parameters |
scientific article; zbMATH DE number 4028689 |
Statements
On Some Asymptotic Results for Multivariate Autoregressive Models with Estimated Parameters (English)
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1986
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time series models
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asymptotic equivalence
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estimated predictor
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optimal predictor
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k-dimensional p th order autoregressive processes
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stable case
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dependent error variables
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mean square error
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0.8879489302635193
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0.8464248180389404
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0.8270116448402405
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0.8111064434051514
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