Predictors for the first-order autoregressive process
- 30 June 1980
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 13 (2) , 139-157
- https://doi.org/10.1016/0304-4076(80)90012-3
Abstract
No abstract availableKeywords
This publication has 11 references indexed in Scilit:
- Distribution of the Estimators for Autoregressive Time Series With a Unit RootJournal of the American Statistical Association, 1979
- The sampling distribution of forecasts from a first-order autoregressionJournal of Econometrics, 1979
- Differencing of random walks and near random walksJournal of Econometrics, 1977
- Improvements of fast methods for generating normal random variablesInformation Processing Letters, 1976
- First Order Autoregression: Inference, Estimation, and PredictionEconometrica, 1969
- Finite Sample Monte Carlo Studies: An Autoregressive IllustrationJournal of the American Statistical Association, 1967
- Monte Carlo Results for Estimation in a Stable Markov Time SeriesJournal of the Royal Statistical Society. Series A (General), 1966
- The prediction error of stationary Gaussian time series of unknown covarianceIEEE Transactions on Information Theory, 1965
- Consistency and Limit Distributions of Estimators of Parameters in Explosive Stochastic Difference EquationsThe Annals of Mathematical Statistics, 1961
- On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference EquationsThe Annals of Mathematical Statistics, 1959