ASYMPTOTIC SECOND MOMENT PROPERTIES OF OUT-OF-SAMPLE FORECAST ERRORS OF MISSPECIFIED REGARIMA MODELS AND THE OPTIMALITY OF GLS

Autor:	Findley, David F.
Zdroj:	Statistica Sinica, 2005 Apr 01. 15(2), 447-476.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/24307364 Zobrazit plný text záznamu