Pages that link to "Item:Q1255748"

The following pages link to The sampling distribution of forecasts from a first-order autoregression (Q1255748):

Displaying 26 items.

• Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
• Multi-step estimation and forecasting in dynamic models (Q756348) (← links)
• The asymptotic efficiency of improved prediction intervals (Q988105) (← links)
• Predictors for the first-order autoregressive process (Q1055137) (← links)
• The sampling distributions of the predictor for an autoregressive model under misspecifications (Q1066595) (← links)
• The exact multi-period mean-square forecast error for the first-order autoregressive model (Q1118311) (← links)
• Estimation bias and feasible conditional forecasts from the first-order moving average model (Q1695568) (← links)
• Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
• Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) (← links)
• Evaluating panel data forecasts under independent realization (Q2018600) (← links)
• A justification of conditional confidence intervals (Q2044389) (← links)
• A semi-parametric approach for estimating critical fractiles under autocorrelated demand (Q2256184) (← links)
• Does modeling a structural break improve forecast accuracy? (Q2295799) (← links)
• Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution (Q2886966) (← links)
• A simple procedure for computing improved prediction intervals for autoregressive models (Q3077664) (← links)
• Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts (Q3391186) (← links)
• PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS (Q3471571) (← links)
• The effects of model parameter deviations on the variance of a linearly filtered time series (Q3580163) (← links)
• Improved Prediction Limits For AR(p) and ARCH(p) Processes (Q3608195) (← links)
• ON BOOTSTRAP PREDICTIVE INFERENCE FOR AUTOREGRESSIVE PROCESSES (Q4272768) (← links)
• On Estimating Conditional Mean-Squared Prediction Error in Autoregressive Models (Q4455658) (← links)
• The adjustment of prediction intervals to account for errors in parameter estimation (Q4677017) (← links)
• Improved prediction intervals for stochastic process models (Q4828174) (← links)
• The Relative Efficiency of Prediction Intervals (Q5438325) (← links)
• A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process (Q5460716) (← links)
• CLAR(1) point forecasting under estimation uncertainty (Q6067702) (← links)