On Estimating Conditional Mean-Squared Prediction Error in Autoregressive Models
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Publication:4455658
DOI10.1111/1467-9892.00313zbMath1036.62078MaRDI QIDQ4455658
Publication date: 16 March 2004
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00313
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F10: Point estimation
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