Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1 (Q3925750)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1 |
scientific article |
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Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1 (English)
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1981
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linear least squares prediction
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bias
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estimating autoregressive coefficients
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time series
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misspecification error
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time domain
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Yule- Walker equations
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