Median unbiased forecasts for highly persistent autoregressive processes (Q1868967)
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scientific article; zbMATH DE number 1895698
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Median unbiased forecasts for highly persistent autoregressive processes |
scientific article; zbMATH DE number 1895698 |
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Median unbiased forecasts for highly persistent autoregressive processes (English)
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9 April 2003
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Near-integrated AR process
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Conditional predictive inference
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Local-to-unity
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asymptotics
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Bootstrap
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