Work

Yule–Walker Prediction Error in a Random Walk Model

Year: 1995

Type: article

Source: Econometric Theory

DOI: 10.1017/s0266466600009622

Author: Hiroyuki Hisamatsu

Language: English

Topic: Statistical and numerical algorithms

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W2058094037

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Related to: 10