𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Bounds for the least squares extrapolation in non-linear AR(1) processes

✍ Scribed by Jir̆í Andĕl

Publisher
John Wiley and Sons
Year
2001
Tongue
English
Weight
113 KB
Volume
20
Category
Article
ISSN
0277-6693

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A remark on least-squares and naive extr
A remark on least-squares and naive extrapolations in non-linear AR (1) processes
✍ Jiří Anděl 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 151 KB 👁 1 views

The rn-step least squares extrapolation is generally different from the mstep naite extrapolation in non-linear AR(1) models when m 3 2. We show that there exists a class of non-linear AR(1) models in which a difference between these two extrapolations is arbitrary large.