Efficient multistep forecast procedures for multivariate time series
Tarek Jouini
| Year of publication: |
2015
|
|---|---|
| Authors: | Jouini, Tarek |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 7, p. 604-618
|
| Subject: | time series models | infinite-order vector autoregression | order selection criteria | asymptotic approximations | truncation order | Monte Carlo simulations | stepwise forecasts | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011390494