On Assessing Prediction Error in Autoregressive Models

DOI10.1111/1467-9892.00164MaRDI QIDQ4956035zbMATH OpenOpenAlexFDO

Authors Zhisong He, Paul Kabaila

Publication date 24 May 2000

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9892.00164

zbMATH Keywords

first order autoregressionmean square errorprediction error

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Inference from stochastic processes and prediction (62M20)

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