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~isPartOf:"Discussion papers in economics"
~isPartOf:"Journal of forecasting"
~subject:"ARMA model"
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Search: subject_exact:"ARIMA-Modell"
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ARMA-Modell
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ECONIS (ZBW)
48
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1
Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
Saved in:
2
Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.
;
Chambers, Marcus J.
-
2016
Persistent link: https://www.econbiz.de/10011538144
Saved in:
3
Benchmark forecast and error modeling
Chen, Zhao-Guo
;
Wu, Ka Ho
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 382-394
Persistent link: https://www.econbiz.de/10011860451
Saved in:
4
When are direct multi-step and iterative forecasts identical?
McElroy, Tucker
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 315-336
Persistent link: https://www.econbiz.de/10011305168
Saved in:
5
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
6
Hybrid forecasting with estimated temporally aggregated linear processes
Grigoryeva, Lyudmila
;
Ortega, Juan-Pablo
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 577-595
Persistent link: https://www.econbiz.de/10011282858
Saved in:
7
Space-time model versus VAR model : forecasting electricity demand in Japan
Ohtsuka, Yoshihiro
;
Kakamu, Kazuhiko
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 75-85
Persistent link: https://www.econbiz.de/10009758713
Saved in:
8
Forecasting aggregated moving average processes with an application to the euro area real interest rate
Sbrana, Giacomo
- In:
Journal of forecasting
31
(
2012
)
1
,
pp. 85-98
Persistent link: https://www.econbiz.de/10009503693
Saved in:
9
A comparison of ARIMA forecasting and heuristic modelling
Wang, Chi-chen
;
Hsu, Yun-sheng
;
Liou, Cheng-hwai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1095-1102
Persistent link: https://www.econbiz.de/10009317433
Saved in:
10
Integer-valued moving average modelling of the number of transactions in stocks
Brännäs, Kurt
;
Quoreshi, A. M. M. Shahiduzzaman
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1429-1440
Persistent link: https://www.econbiz.de/10009010922
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