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Prediction mean square error for non-stationary multivariate time series using estimated parameters - MaRDI portal

Prediction mean square error for non-stationary multivariate time series using estimated parameters (Q899964)

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scientific article; zbMATH DE number 6525234
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Prediction mean square error for non-stationary multivariate time series using estimated parameters
scientific article; zbMATH DE number 6525234

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    Prediction mean square error for non-stationary multivariate time series using estimated parameters (English)
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    1 January 2016
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