On least-squares and naïve extrapolations in a non-linear AR(1) process
| Year of publication: |
1997
|
|---|---|
| Authors: | Andel, J. |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 6.1997, 1, p. 91-100
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| Publisher: |
Springer |
| Subject: | Geometrically ergodic process | Least squares extrapolation | Naïve extrapolation | Non-linear autoregressive process |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005390578