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~isPartOf:"Discussion papers / Helsinki Center of Economic Research : discussion paper"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"International journal of forecasting"
~person:"Bastam, Morteza"
~person:"Meitz, Mika"
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Search: subject_exact:"Autoregressive moving average"
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Discussion papers / Helsinki Center of Economic Research : discussion paper
International Journal of Energy Economics and Policy : IJEEP
International journal of forecasting
Koç University - TÜSİAD Economic Research Forum working paper series
2
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A mixture autoregressive model based on Student's t-distribution
Meitz, Mika
;
Preve, Daniel
;
Saikkonen, Pentti
-
2018
Persistent link: https://www.econbiz.de/10011866239
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2
Prediction of CO2 emissions in Iran using Grey and ARIMA models
Lotfalipour, Mohammad Reza
;
Falahi, Mohammad Ali
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
3
(
2013
)
3
,
pp. 229-237
Persistent link: https://www.econbiz.de/10010192907
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Testing for predictability in a noninvertible ARMA model
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
-
2012
Persistent link: https://www.econbiz.de/10009505454
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Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
Meitz, Mika
;
Saikkonen, Pentti
-
2011
Persistent link: https://www.econbiz.de/10008905452
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