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math.ST2007★ 9 cited
On prediction errors in regression models with nonstationary regressors
Ching-Kang Ing, Chor-Yiu Sin
In this article asymptotic expressions for the final prediction error (FPE) and the accumulated prediction error (APE) of the least squares predictor are obtained in regression mod…
math.ST2006
Asymptotic normality of extreme value estimators on
John H. J. Einmahl, Tao Lin
Consider i.i.d. random elements on . We show that, under an appropriate strengthening of the domain of attraction condition, natural estimators of the extreme-value ind…