Pages that link to "Item:Q3823698"
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The following pages link to PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS (Q3823698):
Displaying 9 items.
- VAR forecasting under misspecification (Q265016) (← links)
- Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation (Q962220) (← links)
- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397) (← links)
- Evaluating panel data forecasts under independent realization (Q2018600) (← links)
- Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072) (← links)
- A note on properties of spatial yule-walker estimators (Q5287309) (← links)
- On maximum likelihood estimation of parameters in incorrectly specified models of covariance for spatial data (Q5935028) (← links)
- Detection of malfunctions in sensor networks (Q6069073) (← links)
- An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects (Q6626243) (← links)
