Pages that link to "Item:Q3823698"

The following pages link to PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS (Q3823698):

Displaying 18 items.

• VAR forecasting under misspecification (Q265016) (← links)
• Estimation error for blind Gaussian time series prediction (Q647755) (← links)
• Prediction mean square error for non-stationary multivariate time series using estimated parameters (Q899964) (← links)
• Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation (Q962220) (← links)
• The sampling distributions of the predictor for an autoregressive model under misspecifications (Q1066595) (← links)
• Prediction of multivariate time series by autoregressive model fitting (Q1067337) (← links)
• The consequences of misspecification in time series processes (Q1676682) (← links)
• AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397) (← links)
• Model misspecification tests, model building and predictability in complex systems (Q1913542) (← links)
• Evaluating panel data forecasts under independent realization (Q2018600) (← links)
• Computing the mean square error of unobserved components extracted by misspecified time series models (Q2271628) (← links)
• Accumulative prediction error and the selection of time series models (Q2507906) (← links)
• Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072) (← links)
• Cumulated prediction errors of multivariate time series models (Q4889495) (← links)
• A note on properties of spatial yule-walker estimators (Q5287309) (← links)
• On maximum likelihood estimation of parameters in incorrectly specified models of covariance for spatial data (Q5935028) (← links)
• Detection of malfunctions in sensor networks (Q6069073) (← links)
• An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects (Q6626243) (← links)