On least-squares and naïve extrapolations in a nonlinear AR(1) process

DOI10.1007/BF02564427zbMATH Open0891.62061OpenAlexW2043586315MaRDI QIDQ1367086FDOQ1367086

Authors: Jiří Anděl 

Publication date: 9 November 1997

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02564427

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zbMATH Keywords

nonlinear autoregressive processgeometrically ergodic processleast squares extrapolationnaïve extrapolation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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Cited In (4)

• Comparison of DRP and TOC financial performance within a multi-product, multi-echelon physical distribution environment
• On extrapolation in some non-linear ar(1) processes
• Title not available (Why is that?)
• Title not available (Why is that?)

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