Pages that link to "Item:Q3925750"
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The following pages link to Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1 (Q3925750):
Displayed 19 items.
- Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation (Q962220) (← links)
- Asymptotic bias of the least squares estimator for multivariate autoregressive models (Q1062707) (← links)
- Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407) (← links)
- Bias reduction in autoregressive models (Q1575374) (← links)
- On same-realization prediction in an infinite-order autoregressive process. (Q1810711) (← links)
- Asymptotically optimal estimation in misspecified time series models (Q1816966) (← links)
- Nonasymptotic bounds for autoregressive time series modeling. (Q1848866) (← links)
- ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING (Q3197165) (← links)
- The Misspecification of Arma Models (Q3201451) (← links)
- The Effect of Misspecification in Vector Autoregressive Moving Average Models on Parameter Estimation and Forecasting (Q3471565) (← links)
- PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (Q3471571) (← links)
- Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072) (← links)
- BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS (Q3497073) (← links)
- Measuring the Advantages of Multivariate vs. Univariate Forecasts (Q3505336) (← links)
- ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES (Q3685895) (← links)
- THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN (Q3730886) (← links)
- PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS (Q3823698) (← links)
- ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R<sup>2</sup>MEASURE BY AUTOREGRESSIVE MODEL FITTING (Q4696570) (← links)
- THE EFFECT OF AGGREGATION ON PREDICTION IN AUTOREGRESSIVE INTEGRATED MOVING‐AVERAGE MODELS (Q5285833) (← links)