Distance and prediction error variance constraints for ARMA model portfolios
| Year of publication: |
2004
|
|---|---|
| Authors: | Chenoweth, Timothy ; Dowling, Karen ; Hubata, Robert ; St. Louis, Robert |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 20.2004, 1, p. 41-52
|
| Publisher: |
Elsevier |