Pages that link to "Item:Q605867"
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The following pages link to Toward optimal multistep forecasts in non-stationary autoregressions (Q605867):
Displaying 7 items.
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868) (← links)
- Moment bounds and mean squared prediction errors of long-memory time series (Q366971) (← links)
- Toward optimal multistep forecasts in non-stationary autoregressions (Q605867) (← links)
- (Q4453399) (← links)
- (Q4533131) (← links)
- Multi‐step forecasting in the presence of breaks (Q4687663) (← links)
- Negative Moment Bounds for Stochastic Regression Models with Deterministic Trends and Their Applications to Prediction Problems (Q5072146) (← links)