Pages that link to "Item:Q2784956"
From MaRDI portal
The following pages link to A note on mean-squared prediction errors of the least squares predictors in random walk models (Q2784956):
Displaying 10 items.
- Toward optimal multistep forecasts in non-stationary autoregressions (Q605867) (← links)
- A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence (Q672879) (← links)
- On same-realization prediction in an infinite-order autoregressive process. (Q1810711) (← links)
- Evaluating panel data forecasts under independent realization (Q2018600) (← links)
- Order selection for same-realization predictions in autoregressive processes (Q2368859) (← links)
- Accumulated prediction errors, information criteria and optimal forecasting for autoregressive time series (Q2642748) (← links)
- A note on mean squared prediction error under the unit root model with deterministic trend (Q2930888) (← links)
- MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES (Q4561953) (← links)
- Predictor Selection for Positive Autoregressive Processes (Q4975347) (← links)
- (Q5692198) (← links)
