Asymptotic properties of a component-wise ARH(1) plug-in predictor

J. Álvarez-Liébana, Denis Bosq, María Dolores Ruiz-Medina. Asymptotic properties of a component-wise ARH(1) plug-in predictor. J. Multivariate Analysis, 155:12-34, 2017. [doi]

Abstract

Abstract is missing.