On Optimal Adaptive Prediction of Multivariate Autoregression (Q5256827)
From MaRDI portal
scientific article; zbMATH DE number 6452346
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Optimal Adaptive Prediction of Multivariate Autoregression |
scientific article; zbMATH DE number 6452346 |
Statements
On Optimal Adaptive Prediction of Multivariate Autoregression (English)
0 references
29 June 2015
0 references
adaptive prediction
0 references
multivariate autoregression
0 references
asymptotic risk efficiency
0 references
optimal sample size
0 references
stopping time
0 references
truncated parameter estimators
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
