Aggregation effect and forecasting temporal aggregates of long memory processes
Year of publication: |
2006
|
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Authors: | Man, K. S. ; Tiao, George C. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 22.2006, 2, p. 267-281
|
Subject: | Prognoseverfahren | Forecasting model | Aggregation | ARMA-Modell | ARMA model |
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[Rezension von: Lütkepohl, H., Forecasting aggregated vector ARMA processes]
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