The Asymptotic Mean Squared Error of Multistep Prediction from the Regression Model with Autoregressive Errors

DOI10.2307/2286748zbMath0403.62066OpenAlexW4241730493MaRDI QIDQ4188624

Richard T. Baillie

Publication date: 1979

Full work available at URL: https://doi.org/10.2307/2286748

zbMATH Keywords

RegressionPredictionAsymptotic Mean Squared ErrorAutoregressive ErrorsLagGed VariablesMultistep Prediction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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