Multi-step Forecast Error Variances for Periodically Integrated Time Series
Year of publication: |
1996
|
---|---|
Authors: | Franses, P.H. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 15.1996, 2, p. 83-96
|
Saved in:
Saved in favorites
Similar items by person
-
COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
del Barrio Castro, Tomás, (2008)
-
Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models
Boswijk, H.P., (2000)
-
Forecasting Volatility with Switching Persistence GARCH Models.
Franses, P.H., (1998)
- More ...