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Prediction errors in nonstationary autoregressions of infinite order
Ing, Ching-kang; Sin, Chor-yiu; Yu, Shu-hui - In: Econometric theory 26 (2010) 3, pp. 774-803
Persistent link: https://www.econbiz.de/10003992431
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PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER
Ing, Ching-Kang; Sin, Chor-yiu; Yu, Shu-Hui - In: Econometric theory 26 (2010) 3, pp. 774-804
Persistent link: https://www.econbiz.de/10008415356
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Multistep prediction in autoregressive processes
Ing, Ching-kang - In: Econometric theory 19 (2003) 2, pp. 254-279
Persistent link: https://www.econbiz.de/10001743401
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MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES
Ing, Ching-Kang - In: Econometric theory 19 (2003) 2, pp. 254-279
Persistent link: https://www.econbiz.de/10006969748