Asymptotic properties of a component-wise ARH(1) plug-in predictor

  1. Álvarez-Liébana, J.
  2. Bosq, D.
  3. Ruiz-Medina, M.D.
Journal:
Journal of Multivariate Analysis

ISSN: 1095-7243 0047-259X

Year of publication: 2017

Volume: 155

Pages: 12-34

Type: Article

DOI: 10.1016/J.JMVA.2016.11.009 GOOGLE SCHOLAR