MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES
Author:
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Reference15 articles.
1. Convergence of Moments of Least Squares Estimators for the Coefficients of an Autoregressive Process of Unknown Order
2. ON SOME AMBIGUITIES ASSOCIATED WITH THE FITTING OF ARMA MODELS TO TIME SERIES
3. Asymptotically efficient autoregressive model selection for multistep prediction
4. Adaptive Prediction by Least Squares Predictors in Stochastic Regression Models with Applications to Time Series
5. Asymptotically Efficient Selection of the Order of the Model for Estimating Parameters of a Linear Process
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