On least-squares and naïve extrapolations in a non-linear AR(1) process

J. Andel

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1997, vol. 6, issue 1, 100 pages

Keywords: Geometrically ergodic process; Least squares extrapolation; Naïve extrapolation; Non-linear autoregressive process (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1007/BF02564427

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