MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES

DOI10.1017/S0266466603192031zbMath1441.62747MaRDI QIDQ4561953

Ching-Kang Ing

Publication date: 14 December 2018

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites Work

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