The exact multi-period mean-square forecast error for the first-order autoregressive model

✍ Scribed by Asraul Hoque; Jan R. Magnus; Bahram Pesaran

• Publisher: Elsevier Science
• Year: 1988
• Tongue: English
• Weight: 940 KB
• Volume: 39
• Category: Article
• ISSN: 0304-4076
• DOI: 10.1016/0304-4076(88)90062-0