Corrigenda: The Estimation of the Prediction Error Variance
E. J. Hannan, Des F. Nicholls · Journal of the American Statistical Association · 1979
J.A. Hartigan has pointed out some errors in this article. On p. 835, in the statement of Theorem 1, T-1 &2(m) a2l should be T* {22(m) a21. There is an error in the proof on p. 836. To remedy this, everywhere on that page where L ?Tj occurs this should be replaced by E, ZTj, and on p. 837 where l; ~Tj occurs that should be replaced by l; ZTj. The top of the right side of p. 836, near the end of Section 2, should read as follows: