Efficient multistep forecast procedures for multivariate time series
Year of publication: |
2015
|
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Authors: | Jouini, Tarek |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 7, p. 604-618
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Subject: | time series models | infinite-order vector autoregression | order selection criteria | asymptotic approximations | truncation order | Monte Carlo simulations | stepwise forecasts | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory |
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