Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes (Q579813)
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scientific article; zbMATH DE number 4015984
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| English | Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes |
scientific article; zbMATH DE number 4015984 |
Statements
Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes (English)
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1987
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Limit distributions of prediction errors
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nonstationary processes
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supercritical branching processes
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explosive autoregressive processes
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estimated prediction errors
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new tests of fit
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0.7827016115188599
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0.7693784236907959
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0.7624020576477051
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0.7554795742034912
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