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The asymptotic mean squared error of L-smoothing splines

✍ Scribed by Felix P. Abramovich


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
292 KB
Volume
18
Category
Article
ISSN
0167-7152

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Asymptotic prediction of mean squared er
✍ Naoya Katayama πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 481 KB

## Abstract In this paper we deal with the prediction theory of long‐memory time series. The purpose is to derive a general theory of the convergence of moments of the nonlinear least squares estimator so as to evaluate the asymptotic prediction mean squared error (PMSE). The asymptotic PMSE of two