Pages that link to "Item:Q1421317"
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The following pages link to Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317):
Displayed 5 items.
- Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613) (← links)
- Selection between models through multi-step-ahead forecasting (Q993804) (← links)
- Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← links)
- OPTIMALITY OF GLS FOR ONE-STEP-AHEAD FORECASTING WITH REGARIMA AND RELATED MODELS WHEN THE REGRESSION IS MISSPECIFIED (Q2886977) (← links)
- A conversation with David Findley (Q5965311) (← links)