FINITE SAMPLE PREDICTION AND OVERDIFFERENCING
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.1981.tb00323.x/fullpdf
Reference14 articles.
1. Deterministic and Forecast-Adaptive Time-Dependent Models
2. Finite sample properties of estimators for autoregressive moving average models
3. Algorithm AS 154: An Algorithm for Exact Maximum Likelihood Estimation of Autoregressive-Moving Average Models by Means of Kalman Filtering
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