Prediction errors in nonstationary autoregressions of infinite order
Ching-Kang Ing; Chor-Yiu Sin; Shu-hui Yu
| Year of publication: |
2010
|
|---|---|
| Authors: | Ing, Ching-kang ; Sin, Chor-yiu ; Yu, Shu-hui |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 3, p. 774-803
|
| Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003992431