Asymptotic forecasting error evaluation for estimated temporally aggregated linear processes
Lyudmila Grigoryeva; Juan-Pablo Ortega
| Year of publication: |
2015
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|---|---|
| Authors: | Grigoryeva, Lyudmila ; Ortega, Juan-Pablo |
| Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 5.2015, 3, p. 289-318
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| Subject: | linear models | ARMA | autoregressive moving average | temporal aggregation | forecasting | finite sample forecasting | multifrequency forecasting | flow temporal aggregation | stock temporal aggregation | multistep forecasting | hybrid forecasting | Prognoseverfahren | Forecasting model | Aggregation | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJCEE.2015.070612 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011413834