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scientific article; zbMATH DE number 777876
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scientific article; zbMATH DE number 777876

    Statements

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    24 July 1995
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    central limit theorem for sample covariances
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    stationary regressor selection
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    Vuong's test
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    multi-step-ahead forecast-model comparisons
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    nonstationary means
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    quadratic forms
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    moment bound
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    vector time series
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    estimated regression mean functions
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    stationary, square summable autocovariances
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    martingale difference sequence
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    stochastic regression
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