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The Asymptotic Mean Squared Error of Multistep Prediction from the Regression Model with Autoregressive Errors - MaRDI portal

The Asymptotic Mean Squared Error of Multistep Prediction from the Regression Model with Autoregressive Errors (Q4188624)

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scientific article; zbMATH DE number 3626474
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The Asymptotic Mean Squared Error of Multistep Prediction from the Regression Model with Autoregressive Errors
scientific article; zbMATH DE number 3626474

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    1979
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    Asymptotic Mean Squared Error
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    Regression
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    Autoregressive Errors
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    Prediction
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    Multistep Prediction
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    LagGed Variables
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    The Asymptotic Mean Squared Error of Multistep Prediction from the Regression Model with Autoregressive Errors (English)
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