The Estimation of the Prediction Error Variance
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Publication:4148848
DOI10.2307/2286470zbMath0372.62069OpenAlexW4247364045MaRDI QIDQ4148848
Publication date: 1977
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2286470
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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