Modelling non-stationary "Big Data"
Year of publication: |
2021
|
---|---|
Authors: | Castle, Jennifer ; Doornik, Jurgen A. ; Hendry, David F. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 4, p. 1556-1575
|
Subject: | Big data | Cointegration | Model selection | Outliers | Saturation estimation | Kointegration | Big Data | Zeitreihenanalyse | Time series analysis | Data Mining | Data mining | Modellierung | Scientific modelling | Schätztheorie | Estimation theory |
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