Pages that link to "Item:Q3918960"

The following pages link to Predictions of multivariate autoregressive-moving average models (Q3918960):

Displaying 19 items.

• Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
• Uniform moment bounds of Fisher's information with applications to time series (Q638801) (← links)
• Prediction mean square error for non-stationary multivariate time series using estimated parameters (Q899964) (← links)
• On robust forecasting in dynamic vector time series models (Q951052) (← links)
• A note on asymptotic parametric prediction (Q999007) (← links)
• Prediction of multivariate time series by autoregressive model fitting (Q1067337) (← links)
• Multivariate contemporaneous ARMA model with hydrological applications (Q1111834) (← links)
• Prediction in dynamic models with time-dependent conditional variances (Q1185107) (← links)
• Aggregation of space-time processes. (Q1421310) (← links)
• Model specification and selection for multivariate time series (Q2293377) (← links)
• COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS (Q3313165) (← links)
• PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (Q3471571) (← links)
• Simulation Study on Variance of Forecast Error for Vector Arima Models (Q3489235) (← links)
• Measuring the Advantages of Multivariate vs. Univariate Forecasts (Q3505336) (← links)
• The effects of model parameter deviations on the variance of a linearly filtered time series (Q3580163) (← links)
• PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS (Q3823698) (← links)
• Forecast efficiency of systematically sampled time series (Q3965460) (← links)
• Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model (Q4720612) (← links)
• Econometric tests of rationality and market efficiency (Q5750316) (← links)