Assessing One-Step-Ahead Prediction Error Based on the Median for First-Order Autoregressive Models in the Presence Of Outliers (Q2920073)
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scientific article; zbMATH DE number 6098045
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessing One-Step-Ahead Prediction Error Based on the Median for First-Order Autoregressive Models in the Presence Of Outliers |
scientific article; zbMATH DE number 6098045 |
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Assessing One-Step-Ahead Prediction Error Based on the Median for First-Order Autoregressive Models in the Presence Of Outliers (English)
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23 October 2012
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conditional prediction error
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mean square error
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Monte Carlo simulation
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0.8172846436500549
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0.7803913354873657
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