scholarly journals Inferring plankton community structure from marine and freshwater long-term data using multivariate autoregressive models

2013 ◽  
Vol 11 (9) ◽  
pp. 475-484 ◽  
Author(s):  
Lindsay P. Scheef ◽  
Stephanie E. Hampton ◽  
Lyubov R. Izmest'eva
2019 ◽  
Vol 33 (8) ◽  
pp. 971-994 ◽  
Author(s):  
L. T. Bach ◽  
P. Stange ◽  
J. Taucher ◽  
E. P. Achterberg ◽  
M. Algueró‐Muñiz ◽  
...  

1987 ◽  
Vol 36 (1-2) ◽  
pp. 29-38 ◽  
Author(s):  
A. K. Basu ◽  
S. Sen Roy

This paper considers the prediction problems of a k-dimensional, pth order autoregressive process with unstable but non-explosive roots and dependent error variables. The estimated predictor has been shown to be asymptotically equivalent to the optimal predictor. An expression for the meansquare error of the estimated predictor has also been derived .


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