Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1 (Q3925750)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1 |
scientific article |
Statements
Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1 (English)
0 references
1981
0 references
linear least squares prediction
0 references
bias
0 references
estimating autoregressive coefficients
0 references
time series
0 references
misspecification error
0 references
time domain
0 references
Yule- Walker equations
0 references