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20042009
most citedThermodynamical description of the interaction between holographic dark energy and dark matter

158 citations

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math.ST2009★ 6 cited

Toward optimal multistep forecasts in non-stationary autoregressions

Ching-Kang Ing, Jin-Lung Lin, Shu-Hui Yu

This paper investigates multistep prediction errors for non-stationary autoregressive processes with both model order and true parameters unknown. We give asymptotic expressions fo…