ASYMPTOTIC MEAN SQUARED ERROR OF MULTISTEP PREDICTION FROM THE REGRESSION-MODEL WITH AUTOREGRESSIVE ERRORS

被引：30

作者：

BAILLIE, RT

机构：

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1979年 / 74卷 / 365期

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D O I：

10.2307/2286748

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：

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页码：175 / 184

页数：10

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