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Multi-step forecasting for long-memory processes
Brodsky, Julia; Hurvich, Clifford M. - In: Journal of forecasting 18 (1999) 1, pp. 59-75
Persistent link: https://www.econbiz.de/10001363672
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Signal extraction and estimation of a trend : a Monte Carlo study
Boone, Laurence; Hall, Stephen G. - In: Journal of forecasting 18 (1999) 2, pp. 129-137
Persistent link: https://www.econbiz.de/10001368236
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Efficient multistep forecast procedures for multivariate time series
Jouini, Tarek - In: Journal of forecasting 34 (2015) 7, pp. 604-618
Persistent link: https://www.econbiz.de/10011390494
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Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.; Kolkiewicz, Adam W.; Men, Zhongxian - In: Journal of forecasting 35 (2016) 5, pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
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Estimating and forecasting APARCH-Skew-t model by wavelet support vector machines
Li, Yushu - In: Journal of forecasting 33 (2014) 4, pp. 259-269
Persistent link: https://www.econbiz.de/10010425754
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Empirical Bayesian density forecasting in Iowa and shrinkage for the Monte Carlo era
Lewis, Kurt F.; Whiteman, Charles H. - In: Journal of forecasting 34 (2015) 1, pp. 15-35
Persistent link: https://www.econbiz.de/10011305372
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Multicategory purchase incidence models for partitions of product categories
Hruschka, Harald - In: Journal of forecasting 36 (2017) 3, pp. 230-240
Persistent link: https://www.econbiz.de/10011729245
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Subset threshold autoregression
So, Mike Ka-pui; Chen, Cathy W. S. - In: Journal of forecasting 22 (2003) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10001737081
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Creating high-frequency national accounts with state-space modelling : a Monte Carlo experiment
Liu, Hong; Hall, Stephen G. - In: Journal of forecasting 20 (2001) 6, pp. 441-449
Persistent link: https://www.econbiz.de/10001611476
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Can output-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E. - In: Journal of forecasting 23 (2004) 2, pp. 115-139
Persistent link: https://www.econbiz.de/10001980723