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Outlier detection in structural time series models : the indicator saturation approach
Marczak, Martyna; Proietti, Tommaso - In: International journal of forecasting 32 (2016) 1, pp. 180-202
Persistent link: https://www.econbiz.de/10011596512
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(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei; Salish, Nazarii - In: International journal of forecasting 40 (2024) 2, pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
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Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
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Forecasting an accumulated series based on partial accumulation II: a new Bayesian method for short series with stable seasonal patterns
Mendoza, Manuel; Alba, Enrique de - In: International journal of forecasting 22 (2006) 4, pp. 781-798
Persistent link: https://www.econbiz.de/10003385886
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Damping seasonal factors : shrinkage estimators for the X-12-ARIMA program
Miller, Don M.; Williams, Dan - In: International journal of forecasting 20 (2004) 4, pp. 529-549
Persistent link: https://www.econbiz.de/10002433788
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Seasonal adjustment perspectives on "damping seasonal factors : shrinkage estimators for the X-12-ARIMA program"
Findley, David F.; Wills, Kellie C.; Monsell, Brian C. - In: International journal of forecasting 20 (2004) 4, pp. 551-556
Persistent link: https://www.econbiz.de/10002433851
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The interaction between trend and seasonality
Hyndman, Rob J. - In: International journal of forecasting 20 (2004) 4, pp. 561-563
Persistent link: https://www.econbiz.de/10002433857
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Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy
Miller, Don M.; Williams, Dan - In: International journal of forecasting 19 (2003) 4, pp. 669-684
Persistent link: https://www.econbiz.de/10001818872
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A note on Musgrave asymmetrical trend-cycle filters
Quenneville, Benoît; Ladiray, Dominique; Lefrano̧is, … - In: International journal of forecasting 19 (2003) 4, pp. 727-734
Persistent link: https://www.econbiz.de/10001819724
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Agustín Maravall : an interview with the International Journal of Forecasting
Maravall Herrero, Agustín (interviewee);  … - In: International journal of forecasting 36 (2020) 4, pp. 1241-1251
Persistent link: https://www.econbiz.de/10012546634