Properties of Predictors for Autoregressive Time Series
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Publication:3917388
DOI10.2307/2287061zbMath0465.62093OpenAlexW4243019413MaRDI QIDQ3917388
David P. Hasza, Wayne A. Fuller
Publication date: 1981
Full work available at URL: https://doi.org/10.2307/2287061
predictionmean squared errorautoregressive time seriesconsistent estimatorregressionnon-stationary process
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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