FORECAST ERROR SYMMETRY IN ARIMA MODELS

被引：3

作者：

CRYER, JD

NANKERVIS, JC

SAVIN, NE

机构：

[1] CITY LONDON POLYTECH, DEPT ECON, LONDON EC2M 6S2, ENGLAND

[2] UNIV IOWA, DEPT ECON, IOWA CITY, IA 52242 USA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1990年 / 85卷 / 411期

关键词：

D O I：

10.2307/2290008

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：724 / 728

页数：5

共 15 条

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[2] ON THE BIAS IN ESTIMATES OF FORECAST MEAN SQUARED ERROR [J].

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[3]

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[4]

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[6] UNBIASEDNESS OF PREDICTIONS FROM ESTIMATED AUTOREGRESSIONS WHEN THE TRUE ORDER IS UNKNOWN [J].

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[7]

DUFOUR JM, 1985, J ECONOMETRIC THEORY, V1, P387

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[9] UN-BIASEDNESS OF ROBUST REGRESSION ESTIMATORS [J].

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[10]

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