ON THE BIAS IN ESTIMATES OF FORECAST MEAN SQUARED ERROR

被引：14

作者：

ANSLEY, CF

NEWBOLD, P

机构：

[1] UNIV ILLINOIS,DEPT ECON,URBANA,IL 61801

[2] UNIV WISCONSIN,MATH RES CTR,MADISON,WI 53706

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1981年 / 76卷 / 375期

关键词：

D O I：

10.2307/2287514

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：569 / 578

页数：10

共 18 条

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ANSLEY, CF ;

NEWBOLD, P .

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[2] ALGORITHM FOR THE EXACT LIKELIHOOD OF A MIXED AUTOREGRESSIVE-MOVING AVERAGE PROCESS [J].

ANSLEY, CF .

BIOMETRIKA, 1979, 66 (01) :59-65

[3]

ANSLEY CF, STOCHASTIC PROCESSES

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

BLOOMFIELD, P .

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[5] A NOTE ON THE GENERATION OF RANDOM NORMAL DEVIATES [J].

BOX, GEP ;

MULLER, ME .

ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02) :610-611

[6]

BOX GEP, 1970, TIME SERIES ANAL FOR

[7] MULTIPERIOD PREDICTIONS FROM STOCHASTIC DIFFERENCE EQUATIONS BY BAYESIAN METHODS [J].

CHOW, GC .

ECONOMETRICA, 1973, 41 (01) :109-118

[8]

LEARMONTH GP, 1973, NPS55LW73111A NAV PO

[9]

LEARMONTH GP, 1973, NPS55LW73061A NAV PO

[10]

Marsaglia G., 1962, D1820203 BOEING SCI

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