Pages that link to "Item:Q3471571"
From MaRDI portal
The following pages link to PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (Q3471571):
Displaying 5 items.
- A justification of conditional confidence intervals (Q2044389) (← links)
- Properties of predictors in overdifferenced nearly nonstationary autoregression (Q2722251) (← links)
- Sequential estimation of the autoregressive parameters in ar(p) model (Q4351750) (← links)
- Multi‐variate <i>t</i> Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations (Q4828166) (← links)
- Risk-efficient sequential estimation of multivariate random coefficient autoregressive process (Q5379329) (← links)
