On Assessing Prediction Error in Autoregressive Models
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Publication:4956035
DOI10.1111/1467-9892.00164zbMATH Open0940.62087OpenAlexW2157487955MaRDI QIDQ4956035FDOQ4956035
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
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- Assessing Prediction Error in Autoregressive Models
- ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R2MEASURE BY AUTOREGRESSIVE MODEL FITTING
- Prediction mean squared error of the Poisson NIAR(1) process with estimated parameters
- Predictor selection for positive autoregressive processes
- Evaluating the Accuracy of Forecasts from Vector Autoregressions
- On Estimating Conditional Mean-Squared Prediction Error in Autoregressive Models
- The adjustment of prediction intervals to account for errors in parameter estimation
- Title not available (Why is that?)
- On prediction of heavy-tailed autoregressive sequences: Forward versus reversed time
- A note on mean-squared prediction errors of the least squares predictors in random walk models
- Assessing one-step-ahead prediction error based on the median for first-order autoregressive models in the presence of outliers
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