A state-dependent linear recurrent formula with application to time series with structural breaks
Donya Rahmani, Damien Fay
| Year of publication: |
2022
|
|---|---|
| Authors: | Rahmani, Donya ; Fay, Damien |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 1, p. 43-63
|
| Subject: | forecasting structural breaks | linear recurrent formula | multivariate singular spectrum analysis | multivariate time series | state-dependent models | structural break | time series forecasting | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognoseverfahren | Forecasting model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2778 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012796267