Chen, Rong; Yang, Lijian; Hafner, Christian - In: Journal of the Royal Statistical Society Series B 66 (2004) 3, pp. 669-686
We consider the problem of multistep-ahead prediction in time series analysis by using nonparametric smoothing techniques. Forecasting is always one of the main objectives in time series analysis. Research has shown that non-linear time series models have certain advantages in multistep-ahead...
