Estimation based on one step ahead prediction versus estimation based on multi-step ahead prediction (Q3928871)
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scientific article; zbMATH DE number 3744365
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| English | Estimation based on one step ahead prediction versus estimation based on multi-step ahead prediction |
scientific article; zbMATH DE number 3744365 |
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Estimation based on one step ahead prediction versus estimation based on multi-step ahead prediction (English)
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1981
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strictly stationary time series
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nonlinear autoregression
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error estimator
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