scientific article; zbMATH DE number 6193729

zbMath1268.62126arXivmath/0702769MaRDI QIDQ5326959

Ching-Kang Ing, Chor-Yiu Sin

Publication date: 1 August 2013

Full work available at URL: https://arxiv.org/abs/math/0702769

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

least squares estimatorsfinal prediction errorrandom walk modelsaccumulated prediction errors

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sums of independent random variables; random walks (60G50)

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