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|Title: ||Asymptotic Prediction Mean Squared Error for Strongly Dependent Processes with Estimated Parameters|
|Authors: ||Katayama, Naoya|
|Edition: ||revised September 2006|
|Issue Date: ||Sep-2006 |
|Publisher: ||Institute of Economic Research, Hitotsubashi University|
|Physical Description: ||39 p.|
|Series/Report no.: ||Hi-Stat Discussion paper series ; No. d03-10|
|Description: ||January 2004; revised September 2006|
This paper is based on a portion of Chapter 3 of the author's Ph.D. thesis.
|Text Version: ||publisher|
|Appears in Collections:||Hi-Stat Discussion paper series|
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