The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (Q583802)

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The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
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    The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (English)
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    1989
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    exact finite-sample behaviour of the mean-square forecast error
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    multi- period least-squares forecasts
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    normal autoregressive model
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    intercept
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