This paper derives the asymptotic mean square error of multistep prediction for the general vector autoregressive process. For one-step-ahead prediction the result is ...
We consider the problem of estimating regression percentiles, for example the 75th conditional percentile of the response variable y given the covariate vector x. Asymmetric Least Squares (ALS) is a ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback