Nai͏̈ve, ARIMA, nonparametric, transfer function and VAR models : a comparison of forecasting performance
Dimitrios D. Thomakos; John B. Guerard Jr.
| Year of publication: |
2004
|
|---|---|
| Authors: | Thomakos, Dimitrios D. ; Guerard, John Baynard |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 20.2004, 1, p. 53-67
|
| Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory |