Pages that link to "Item:Q583802"

The following pages link to The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept (Q583802):

Displaying 4 items.

• Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286) (← links)
• Multi-step estimation and forecasting in dynamic models (Q756348) (← links)
• The exact multi-period mean-square forecast error for the first-order autoregressive model (Q1118311) (← links)
• Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process (Q4677032) (← links)