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. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 20.2004, 1, p. 41-52
|