Forecasting with k-factor Gegenbauer processes : theory and applications
Year of publication: |
2001
|
---|---|
Authors: | Ferrara, Laurent ; Guégan, Dominique |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 20.2001, 8, p. 581-601
|
Subject: | Paris | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory | Stadtverkehr | Urban transport | Schätzung | Estimation |
-
Estimation and applications of Gegenbauer processes
Ferrara, Laurent, (1999)
-
Obeng, Kofi, (1997)
-
Bolduc, Denis, (1994)
- More ...
-
Detection of the industrial business cycle using SETAR models
Ferrara, Laurent, (2005)
-
Detection of the Industrial Business Cycle using SETAR Models
Ferrara, Laurent, (2006)
-
Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area
Billio, Monica, (2013)
- More ...