Pages that link to "Item:Q4720612"
From MaRDI portal
The following pages link to Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model (Q4720612):
Displaying 3 items.
- The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions (Q375038) (← links)
- On the asymptotic distribution of the residual autocovariance matrices in the autoregressive conditional multinomial model (Q1927481) (← links)
- Cumulated prediction errors of multivariate time series models (Q4889495) (← links)
