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Publication:3341719
zbMath0549.62064MaRDI QIDQ3341719
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic distributiontime seriesbiasmean square errorautoregressive modelsleast squares estimationregression methodsYule-Walker estimationone-step- ahead predictionoptimal predictor of finite memory
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (3)
Bias approximations for covariance parameter estimators in the linear model with ar(1) errors ⋮ Assessing Prediction Error in Autoregressive Models ⋮ The Yule–Walker equations as a weighted least-squares problem and the association with tapering
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