Toward optimal multistep forecasts in non-stationary autoregressions (Q605867)

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Toward optimal multistep forecasts in non-stationary autoregressions
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    Toward optimal multistep forecasts in non-stationary autoregressions (English)
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    15 November 2010
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    accumulated prediction error
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    direct prediction
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    mean squared prediction error
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    model selection
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    plug-in method
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