Pages that link to "Item:Q4280032"
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The following pages link to Robustness of maximum likelihood estimates for multi-step predictions: The exponential smoothing case (Q4280032):
Displayed 10 items.
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868) (← links)
- Feature matching in time series modeling (Q635410) (← links)
- Signal extraction and filtering by linear semiparametric methods (Q1020896) (← links)
- Autoregressive model selection for multistep prediction (Q1300940) (← links)
- Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407) (← links)
- Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317) (← links)
- Selecting optimal multistep predictors for autoregressive processes of unknown order. (Q1879949) (← links)
- Computing the mean square error of unobserved components extracted by misspecified time series models (Q2271628) (← links)
- A test for improved multi-step forecasting (Q3077670) (← links)
- The Multistep Beveridge–Nelson Decomposition (Q5864361) (← links)