Pages that link to "Item:Q375038"
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The following pages link to The joint asymptotic distribution of multistep prediction errors of estimated vector autoregressions (Q375038):
Displaying 6 items.
- Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes (Q579813) (← links)
- Die asymptotische Verteilung des Prognosefehlers bei Prognosen mit Hilfe eines dynamischen ökonometrischen Modells höherer als erster Ordnung (Q797950) (← links)
- Prediction in dynamic models with time-dependent conditional variances (Q1185107) (← links)
- Estimation and inference of the vector autoregressive process under heteroscedasticity (Q2890716) (← links)
- ASYMPTOTIC MEAN SQUARE PREDICTION ERROR FOR A MULTIVARIATE AUTOREGRESSIVE MODEL WITH RANDOM COEFFICIENTS (Q3774780) (← links)
- Cumulated prediction errors of multivariate time series models (Q4889495) (← links)
