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Forecasting model
882
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882
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512
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331
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331
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Gupta, Rangan
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4
Mazzi, Gian Luigi
4
McMillan, David G.
4
Panopulu, Aikaterinē
4
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4
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4
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Journal of forecasting
International journal of forecasting
1,727
MPRA Paper
1,696
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884
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753
Economics letters
636
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259
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
992
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1
Order series method for forecasting non-Gaussian time series
Chuang, Ming-de
;
Yu, Gwo-hsing
- In:
Journal of forecasting
26
(
2007
)
4
,
pp. 239-250
Persistent link: https://www.econbiz.de/10003506431
Saved in:
2
Hybrid forecasting with estimated temporally aggregated linear processes
Grigoryeva, Lyudmila
;
Ortega, Juan-Pablo
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 577-595
Persistent link: https://www.econbiz.de/10011282858
Saved in:
3
When are direct multi-step and iterative forecasts identical?
McElroy, Tucker
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 315-336
Persistent link: https://www.econbiz.de/10011305168
Saved in:
4
Selection and estimation of component models for seasonal time series
Haywood, John
;
Tunnicliffe-Wilson, Granville
- In:
Journal of forecasting
19
(
2000
)
5
,
pp. 393-417
Persistent link: https://www.econbiz.de/10001515086
Saved in:
5
ARFIMA approximation and forecasting of the limiting aggregate structure of long-memory process
Man, K. S.
;
Tiao, George C.
- In:
Journal of forecasting
28
(
2009
)
2
,
pp. 89-101
Persistent link: https://www.econbiz.de/10003814266
Saved in:
6
Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
Saved in:
7
Modelling time series with season-dependent autocorrelation structure
Tripodis, Yorghos
;
Penzer, Jeremy
- In:
Journal of forecasting
28
(
2009
)
7
,
pp. 559-574
Persistent link: https://www.econbiz.de/10003902212
Saved in:
8
Identifying the time-effect factors of multiple time series
Hu, Yu-pin
- In:
Journal of forecasting
24
(
2005
)
5
,
pp. 379-387
Persistent link: https://www.econbiz.de/10003070095
Saved in:
9
Outlier detection in regression models with ARIMA errors using robust estimates
Bianco, A. M.
(
contributor
)
- In:
Journal of forecasting
20
(
2001
)
8
,
pp. 565-579
Persistent link: https://www.econbiz.de/10001635753
Saved in:
10
Detection of outliers and level shifts in time series : an evaluation of two alternative procedures
Vaage, Kjell
- In:
Journal of forecasting
19
(
2000
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10001441477
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