Asymptotic second moment properties of out-of-sample forecast errors of misspecified regarima models and the optimality of GLS

Statistica Sinica

Volumn 15, Issue 2, 2005, Pages 447-476

  Findley, David F ^a,b  

^a US Bureau of the Census   (United States)

^b U S CENSUS BUREAU   (United States)

Author keywords

ARIMA; Model selection; Real time forecasting

Indexed keywords

EID: 20444499482     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Conference Paper

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