Minimax Estimation and Forecasting in a Stationary Autoregression Model
- 1 May 2001
- journal article
- Published by American Economic Association in American Economic Review
- Vol. 91 (2) , 55-59
- https://doi.org/10.1257/aer.91.2.55
Abstract
No abstract availableKeywords
This publication has 1 reference indexed in Scilit:
- Maxmin expected utility with non-unique priorJournal of Mathematical Economics, 1989