Toward optimal multistep forecasts in non-stationary autoregressions (Q605867)
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scientific article; zbMATH DE number 5816119
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| English | Toward optimal multistep forecasts in non-stationary autoregressions |
scientific article; zbMATH DE number 5816119 |
Statements
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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0.8681991100311279
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0.8559730052947998
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0.8555396199226379
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0.8555396199226379
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