PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER
| 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 9016612. - Vol. 26.2010, 3, p. 774-804
|