Pages that link to "Item:Q2886966"

The following pages link to Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution (Q2886966):

Displaying 9 items.

• Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
• The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (Q583802) (← links)
• Variable selection, estimation and inference for multi-period forecasting problems (Q738005) (← 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)
• Finite-sample properties of estimators for first and second order autoregressive processes (Q2676880) (← links)
• Multi‐step forecasting in the presence of breaks (Q4687663) (← links)
• Generalized Forecast Averaging in Autoregressions with a Near Unit Root (Q5083250) (← links)
• Higher-order expansions of sample range from general error distribution (Q6571760) (← links)