PROPERTIES OF PREDICTORS FOR AUTOREGRESSIVE TIME-SERIES

[1] ANDERSON OD, 1976, TIME SERIES ANAL FOR

[2] ON ASYMPTOTIC DISTRIBUTIONS OF ESTIMATES OF PARAMETERS OF STOCHASTIC DIFFERENCE-EQUATIONS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (03): : 676 - 687

[3] BECK JV, 1974, TECHNOMETRICS, V16, P85

[4] BHANSALI RJ, 1974, J ROY STAT SOC C-APP, V23, P35

[5] ERROR OF PREDICTION OF A TIME SERIES [J]. BIOMETRIKA, 1972, 59 (03) : 501 - 507

[6] Box G.E.P., 1976, TIME SERIES ANAL

[7] FITTING TIME SERIES MODELS FOR PREDICTION [J]. TECHNOMETRICS, 1971, 13 (04) : 713 - +

[8] THE PREDICTION ERROR OF STATIONARY GAUSSIAN TIME-SERIES OF UNKNOWN COVARIANCE [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1965, 11 (04) : 527 - 532

[9] Dickey D. A, 1976, THESIS IOWA STATE U

[10] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[1] ANDERSON OD, 1976, TIME SERIES ANAL FOR

[2] ON ASYMPTOTIC DISTRIBUTIONS OF ESTIMATES OF PARAMETERS OF STOCHASTIC DIFFERENCE-EQUATIONS [J]. ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (03): : 676 - 687

[3] BECK JV, 1974, TECHNOMETRICS, V16, P85

[4] BHANSALI RJ, 1974, J ROY STAT SOC C-APP, V23, P35

[5] ERROR OF PREDICTION OF A TIME SERIES [J]. BIOMETRIKA, 1972, 59 (03) : 501 - 507

[6] Box G.E.P., 1976, TIME SERIES ANAL

[7] FITTING TIME SERIES MODELS FOR PREDICTION [J]. TECHNOMETRICS, 1971, 13 (04) : 713 - +

[8] THE PREDICTION ERROR OF STATIONARY GAUSSIAN TIME-SERIES OF UNKNOWN COVARIANCE [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1965, 11 (04) : 527 - 532

[9] Dickey D. A, 1976, THESIS IOWA STATE U

[10] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431