The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (Q583802)
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scientific article; zbMATH DE number 4133359
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept |
scientific article; zbMATH DE number 4133359 |
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The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (English)
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1989
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exact finite-sample behaviour of the mean-square forecast error
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multi- period least-squares forecasts
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normal autoregressive model
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intercept
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