Removing forecasting errors with white gaussian noise after square root transformation
Zheng-Ling Yang, Ya-Di Liu, Xin-Shan Zhu, Xi Chen and Jun Zhang
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Yang, Zheng-Ling ; Liu, Ya-Di ; Zhu, Xin-Shan ; Chen, Xi ; Zhang, Jun |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 35.2016, 8, p. 741-750
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| Subject: | nonstationary time series | square root transformation | white Gaussian noise | mathematicalexpectation | variance | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2407 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011612790