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January 1, 1974Journal of the Royal Statistical Society Series C (Applied Statistics)

Asymptotic Mean-Square Error of Predicting More than One-Step Ahead Using the Regression Method

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Abstract

R. J. Bhansali, Asymptotic Mean-Square Error of Predicting More than One-Step Ahead Using the Regression Method, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 23, No. 1 (1974), pp. 35-42

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R. J. Bhansali (1974) studied this question.

synapsesocial.com/papers/6a08287edf3db87398107ef7 https://doi.org/10.2307/2347051

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