UNBIASEDNESS OF PREDICTIONS FROM ESTIMATED AUTOREGRESSIONS WHEN THE TRUE ORDER IS UNKNOWN

被引：10

作者：

DUFOUR, JM

机构：

来源：

关键词：

D O I：

10.2307/1911469

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：209 / 215

页数：7

共 31 条

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[7]

BHANSALI RJ, 1974, APPL STAT, V23, P35

[8] ERROR OF PREDICTION OF A TIME SERIES [J].

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[9]

Box GE., 1970, SAN FRANCISCO HOLDAN

[10] FITTING TIME SERIES MODELS FOR PREDICTION [J].

CLEVELAND, WS .