Multifold predictive validation in ARMAX time series models
Year of publication: |
2005
|
---|---|
Authors: | Peña, Daniel ; Sánchez, Ismael |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 100.2005, 469, p. 135-146
|
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | ARMA-Modell | ARMA model |
-
Bayesian approach for Indonesia inflation forecasting
Amry, Zul, (2018)
-
Predicting prices of S&P500 index using classical methods and recurrent neural networks
Kijewskia, Mateusz, (2020)
-
Limitation of ARIMA models in financial and monetary economics
Petrică, Andreea-Cristina, (2016)
- More ...
-
Identification of TAR models using recursive estimation
Bermejo, Miguel Ángel, (2011)
-
Properties of predictors in overdifferenced nearly nonstationary autoregression
Peña, Daniel, (1999)
-
Theory and Methods - Multifold Predictive Validation in ARMAX Time Series Models
Peña, Daniel, (2005)
- More ...