Degiannakis, Stavros; Livada, Alexandra Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors. (English) Zbl 1514.62517 J. Appl. Stat. 43, No. 5, 871-892 (2016). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Degiannakis} and \textit{A. Livada}, J. Appl. Stat. 43, No. 5, 871--892 (2016; Zbl 1514.62517) Full Text: DOI Link
Lee, Tae-Hwy; Tu, Yundong; Ullah, Aman Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting. (English) Zbl 1311.62059 J. Econom. 182, No. 1, 196-210 (2014). MSC: 62G08 62M20 PDFBibTeX XMLCite \textit{T.-H. Lee} et al., J. Econom. 182, No. 1, 196--210 (2014; Zbl 1311.62059) Full Text: DOI
Chan, Ngai Hang; Ing, Ching-Kang Uniform moment bounds of Fisher’s information with applications to time series. (English) Zbl 1220.62088 Ann. Stat. 39, No. 3, 1526-1550 (2011). MSC: 62J02 62M10 62F12 62H12 PDFBibTeX XMLCite \textit{N. H. Chan} and \textit{C.-K. Ing}, Ann. Stat. 39, No. 3, 1526--1550 (2011; Zbl 1220.62088) Full Text: DOI arXiv
Ryan, Thomas P. Modern regression methods. 2nd ed. (English) Zbl 1166.62049 Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-08186-0/hbk). xvii, 642 p. (2009). Reviewer: Yuehua Wu (Toronto) MSC: 62Jxx 62G08 62K99 62-02 62-01 PDFBibTeX XMLCite \textit{T. P. Ryan}, Modern regression methods. 2nd ed. Hoboken, NJ: John Wiley \& Sons (2009; Zbl 1166.62049)
Kim, Hee-Young; Park, Yousung Prediction mean squared error of the Poisson NIAR(1) process with estimated parameters. (English) Zbl 1115.60313 J. Korean Stat. Soc. 35, No. 1, 37-47 (2006). MSC: 60G10 37M10 PDFBibTeX XMLCite \textit{H.-Y. Kim} and \textit{Y. Park}, J. Korean Stat. Soc. 35, No. 1, 37--47 (2006; Zbl 1115.60313)
Schumacher, Christian A comparison of mean squared error approximations for a small estimated state space model. (English) Zbl 1105.62112 Allg. Stat. Arch. 88, No. 3, 327 (2004). MSC: 62P20 62M20 65C05 PDFBibTeX XMLCite \textit{C. Schumacher}, Allg. Stat. Arch. 88, No. 3, 327 (2004; Zbl 1105.62112) Full Text: DOI
Fang, Yue; Koreisha, Sergio G. Forecasting with serially correlated regression models. (English) Zbl 1052.62091 J. Stat. Comput. Simulation 74, No. 9, 625-649 (2004). MSC: 62M20 62J05 62Q05 62M10 PDFBibTeX XMLCite \textit{Y. Fang} and \textit{S. G. Koreisha}, J. Stat. Comput. Simulation 74, No. 9, 625--649 (2004; Zbl 1052.62091) Full Text: DOI
Herzberg, Agnes M.; Tsukanov, Alexander V. A note on the choice of the best selection criterion for the optimal regression model. (English) Zbl 0941.62076 Util. Math. 55, 243-254 (1999). MSC: 62J05 PDFBibTeX XMLCite \textit{A. M. Herzberg} and \textit{A. V. Tsukanov}, Util. Math. 55, 243--254 (1999; Zbl 0941.62076)
Abt, Markus Approximating the mean squared prediction error in linear models under the family of exponential correlations. (English) Zbl 0896.62096 Stat. Sin. 8, No. 2, 511-526 (1998). MSC: 62M20 62J05 62M10 60G15 PDFBibTeX XMLCite \textit{M. Abt}, Stat. Sin. 8, No. 2, 511--526 (1998; Zbl 0896.62096)
Shigemasu, Kazuo; Mayekawa, Shin-ichi A Bayesian hierarchical linear model with educational applications. (English) Zbl 0857.62023 J. Jpn. Stat. Soc. 26, No. 1, 1-23 (1996). MSC: 62F15 62J05 62H12 62P15 62P99 PDFBibTeX XMLCite \textit{K. Shigemasu} and \textit{S.-i. Mayekawa}, J. Jpn. Stat. Soc. 26, No. 1, 1--23 (1996; Zbl 0857.62023) Full Text: DOI
Dannenburg, Dennis An autoregressive credibility IBNR model. (English) Zbl 0837.62084 Bl., Dtsch. Ges. Versicherungsmath. 22, No. 2, 235-248 (1995). MSC: 62P05 62M10 PDFBibTeX XMLCite \textit{D. Dannenburg}, Bl., Dtsch. Ges. Versicherungsmath. 22, No. 2, 235--248 (1995; Zbl 0837.62084) Full Text: DOI
Rao, J. N. K.; Yu, Mingyu Small-area estimation by combining time-series and cross-sectional data. (English) Zbl 0819.62014 Can. J. Stat. 22, No. 4, 511-528 (1994). MSC: 62D05 62M10 62P10 PDFBibTeX XMLCite \textit{J. N. K. Rao} and \textit{M. Yu}, Can. J. Stat. 22, No. 4, 511--528 (1994; Zbl 0819.62014) Full Text: DOI Link
Loh, Wei-Yin; Zheng, Xiaodong Bias and variance reduction in estimation of model dimension. (English) Zbl 0827.62058 Proc. Am. Math. Soc. 122, No. 4, 1263-1272 (1994). MSC: 62J05 62G09 62G20 PDFBibTeX XMLCite \textit{W.-Y. Loh} and \textit{X. Zheng}, Proc. Am. Math. Soc. 122, No. 4, 1263--1272 (1994; Zbl 0827.62058) Full Text: DOI
Eltinge, John L. Comparison of time and cross-sectional aggregation under a time series random component model. (English) Zbl 0794.62057 J. Time Ser. Anal. 15, No. 2, 167-181 (1994). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{J. L. Eltinge}, J. Time Ser. Anal. 15, No. 2, 167--181 (1994; Zbl 0794.62057) Full Text: DOI
Elsebach, R. Evaluation of forecasts in AR models with outliers. (English) Zbl 0792.62084 OR Spektrum 16, No. 1, 41-45 (1994). MSC: 62M20 62F35 PDFBibTeX XMLCite \textit{R. Elsebach}, OR Spektrum 16, No. 1, 41--45 (1994; Zbl 0792.62084) Full Text: DOI
Tiao, George C.; Xu, Daming Robustness of maximum likelihood estimates for multi-step predictions: The exponential smoothing case. (English) Zbl 0808.62086 Biometrika 80, No. 3, 623-641 (1993). Reviewer: N.Kordzakhia (Tbilisi) MSC: 62M20 62F35 62F10 62M10 PDFBibTeX XMLCite \textit{G. C. Tiao} and \textit{D. Xu}, Biometrika 80, No. 3, 623--641 (1993; Zbl 0808.62086) Full Text: DOI
Bondeson, J. Prediction in random coefficient regression models. (English) Zbl 0781.62144 Biom. J. 32, No. 4, 387-405 (1990). MSC: 62M20 62J99 62P10 PDFBibTeX XMLCite \textit{J. Bondeson}, Biom. J. 32, No. 4, 387--405 (1990; Zbl 0781.62144) Full Text: DOI
Gupta, Ramesh C.; Kirmani, S. N. U. A. On predicting repair times in a minimal repair process. (English) Zbl 0695.62228 Commun. Stat., Simulation Comput. 18, No. 4, 1359-1368 (1989). MSC: 62N05 62M20 PDFBibTeX XMLCite \textit{R. C. Gupta} and \textit{S. N. U. A. Kirmani}, Commun. Stat., Simulation Comput. 18, No. 4, 1359--1368 (1989; Zbl 0695.62228) Full Text: DOI
Brockwell, P. J.; Davis, R. A. Applications of innovation representations in time series analysis. (English) Zbl 0673.62085 Probability and statistics, Essays in honor of Franklin A. Graybill, 61-84 (1988). MSC: 62M20 62M15 62M10 PDFBibTeX XML
Box, George E. P.; Pierce, David A.; Newbold, Paul Estimating trend and growth rates in seasonal time series. (English) Zbl 0634.62091 J. Am. Stat. Assoc. 82, 276-282 (1987). Reviewer: M.Huzii MSC: 62M20 62M10 62M99 PDFBibTeX XMLCite \textit{G. E. P. Box} et al., J. Am. Stat. Assoc. 82, 276--282 (1987; Zbl 0634.62091) Full Text: DOI
Valliant, Richard Some prediction properties of balanced half-sample variance estimators in single-stage sampling. (English) Zbl 0615.62010 J. R. Stat. Soc., Ser. B 49, 68-81 (1987). MSC: 62D05 PDFBibTeX XMLCite \textit{R. Valliant}, J. R. Stat. Soc., Ser. B 49, 68--81 (1987; Zbl 0615.62010)
Peixoto, Julio L.; Harville, David A. Comparisons of alternative predictors under the balanced one-way random model. (English) Zbl 0625.62056 J. Am. Stat. Assoc. 81, 431-436 (1986). MSC: 62J10 PDFBibTeX XMLCite \textit{J. L. Peixoto} and \textit{D. A. Harville}, J. Am. Stat. Assoc. 81, 431--436 (1986; Zbl 0625.62056) Full Text: DOI
Oza, Markand; Shukla, G. K. Prediction under uncertainty of degree of polynomial in growth curve models. (English) Zbl 0611.62077 Commun. Stat., Theory Methods 15, 1653-1664 (1986). MSC: 62J05 62P10 PDFBibTeX XMLCite \textit{M. Oza} and \textit{G. K. Shukla}, Commun. Stat., Theory Methods 15, 1653--1664 (1986; Zbl 0611.62077) Full Text: DOI
Jennrich, Robert I.; Oman, Samuel D. How much does Stein estimation help in multiple linear regression ? (English) Zbl 0588.62079 Technometrics 28, 113-121 (1986). MSC: 62H12 62J05 62Q05 PDFBibTeX XMLCite \textit{R. I. Jennrich} and \textit{S. D. Oman}, Technometrics 28, 113--121 (1986; Zbl 0588.62079) Full Text: DOI
Miller, Alan J. Selection of subsets of regression variables. (English) Zbl 0584.62106 J. R. Stat. Soc., Ser. A 147, 389-425 (1984). Reviewer: A.C.Tamhane MSC: 62J05 65C99 62F03 62F07 PDFBibTeX XMLCite \textit{A. J. Miller}, J. R. Stat. Soc., Ser. A 147, 389--425 (1984; Zbl 0584.62106) Full Text: DOI
Kackar, Raghu N.; Harville, David A. Approximations for standard errors of estimators of fixed and random effects in mixed linear models. (English) Zbl 0557.62066 J. Am. Stat. Assoc. 79, 853-862 (1984). Reviewer: D.V.Chopra MSC: 62J10 62K10 PDFBibTeX XMLCite \textit{R. N. Kackar} and \textit{D. A. Harville}, J. Am. Stat. Assoc. 79, 853--862 (1984; Zbl 0557.62066) Full Text: DOI
Baillie, Richard T. The asymptotic mean squared error of multistep prediction from the regression model with autoregressive errors. (English) Zbl 0403.62066 J. Am. Stat. Assoc. 74, 175-184 (1979). MSC: 62M20 PDFBibTeX XMLCite \textit{R. T. Baillie}, J. Am. Stat. Assoc. 74, 175--184 (1979; Zbl 0403.62066) Full Text: DOI