On the Bias in Estimates of Forecast Mean Squared Error (Q3925751)
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scientific article; zbMATH DE number 3740621
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| English | On the Bias in Estimates of Forecast Mean Squared Error |
scientific article; zbMATH DE number 3740621 |
Statements
1981
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least squares estimates
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autoregressive-moving average models
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forecast mean squared error
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maximum likelihood estimation
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On the Bias in Estimates of Forecast Mean Squared Error (English)
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