scientific article; zbMATH DE number 3886930

MaRDI QIDQ3219624zbMATH OpenFDO

Authors Yasuyuki Toyooka, Shin Tanimoto

Publication date 1983

zbMATH Keywords

best linear unbiased predictorgeneralized least squares estimatorlinear modelone step ahead predictorprediction errorprediction mean squared errorstationary ergodic first-order autoregressive process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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Cited in

(9)

• The sampling distributions of the predictor for an autoregressive model under misspecifications
• Erratum to: ``Prediction for some non-Gaussian autoregressive schemes
• A note on mean-squared prediction errors of the least squares predictors in random walk models
• A note on mean squared prediction error under the unit root model with deterministic trend
• Ba yesian predictors for an ar(1) error model
• On Estimating Conditional Mean-Squared Prediction Error in Autoregressive Models
• Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process
• Prediction from the one-way error components model with AR(1) disturbances
• On Assessing Prediction Error in Autoregressive Models

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