ASYMPTOTIC MEAN SQUARE PREDICTION ERROR FOR A MULTIVARIATE AUTOREGRESSIVE MODEL WITH RANDOM COEFFICIENTS (Q3774780)
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scientific article; zbMATH DE number 4034929
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| English | ASYMPTOTIC MEAN SQUARE PREDICTION ERROR FOR A MULTIVARIATE AUTOREGRESSIVE MODEL WITH RANDOM COEFFICIENTS |
scientific article; zbMATH DE number 4034929 |
Statements
ASYMPTOTIC MEAN SQUARE PREDICTION ERROR FOR A MULTIVARIATE AUTOREGRESSIVE MODEL WITH RANDOM COEFFICIENTS (English)
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1988
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prediction
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asymptotic mean square error
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p-variate autoregressive model
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random coefficients
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0.9116765
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0.9100066
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0.90959114
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0.9032099
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0.89845985
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