J. R. Magnus

The exact multi-period mean-square forecast error for the first-order autoregressive model

Jan R. Magnus, Bahram Pesaran, J. Magnus, 1988 .

Naive Bayesian Learning in 2 x 2 Matrix Games

Bijan Pesaran, A. Jakeman, T. Klundert, 2010 .

The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept

B. Pesaran, J. R. Magnus, 1989 .