| 条件均方预测误差 |
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| 引用本文： | 施久玉.条件均方预测误差[J].哈尔滨工程大学学报,1992(2). |
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| 作者姓名： | 施久玉 |
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| 作者单位： | 哈尔滨船舶工程学院数力部 |
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| 摘 要： | 讨论了多维AR(1)过程条件均方预测误差及Bootstrap法条件样本途径。给出了条件均方预测误差公式和Bootstrap法条件均方预测误差公式。这些结果可推广到多维AR(p)过程
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| 关 键 词： | 多维AR(1) 条件均方预测 样本途径 |
Conditional Mean Square Forecast Error |
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| Shi Jiuyu.Conditional Mean Square Forecast Error[J].Journal of Harbin Engineering University,1992(2). |
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| Authors: | Shi Jiuyu |
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| Affiliation: | Dept. of Mathematics and Mechanics |
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| Abstract: | Conditional mean square forecast error and bootstrapping conditional sample path for multivariate AR(1) are discussed. Conditional mean square forecast error formulas and bootstrap procedure dealing with conditional mean square forecast error formulas are given. The extension of this result to multivariate AR(p) processes is immediate. |
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| Keywords: | multivariate AR(1) conditional mean square forecast sample path |
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