Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes (Q579813)
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scientific article; zbMATH DE number 4015984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes |
scientific article; zbMATH DE number 4015984 |
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Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes (English)
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1987
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Limit distributions of prediction errors
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nonstationary processes
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supercritical branching processes
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explosive autoregressive processes
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estimated prediction errors
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new tests of fit
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