Forecast Error Symmetry in ARIMA Models-Reference-Cited by-同舟云学术

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Forecast Error Symmetry in ARIMA Models

Published:1990-09 Issue:411 Volume:85 Page:724-728
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Cryer Jonathan D.,Nankervis John C.,Savin N. E.

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/01621459.1990.10474933

Reference15 articles.

1. A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model

2. On the Bias in Estimates of Forecast Mean Squared Error

3. Mirror-Image and Invariant Distributions in ARMA Models

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Papers with John;Journal of Time Series Analysis;2014-04-03

2. Forecasting in cointegrated systems;Journal of Applied Econometrics;1995-04

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