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Estimation bias and feasible conditional forecasts from the first-order moving average model
Bao, Yong, (2014)
Predicting returns using moving averages : the role of investor inattention
Bhootra, Ajay, (2024)
Previsão da eficácia ofensiva do futebol profissional: Um caso Português
Caiado, Jorge, (2006)
The asymptotic covariance matrix of the QMLE in ARMA models
Bao, Yong, (2018)
Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution
Bao, Yong, (2007)
The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution