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  • Search: subject:"stock temporal aggregation"
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ARMA 1 ARMA model 1 ARMA-Modell 1 Aggregation 1 Estimation theory 1 Forecasting model 1 Prognoseverfahren 1 Schätztheorie 1 Time series analysis 1 Zeitreihenanalyse 1 autoregressive moving average 1 finite sample forecasting 1 flow temporal aggregation 1 forecasting 1 hybrid forecasting 1 linear models 1 multifrequency forecasting 1 multistep forecasting 1 stock temporal aggregation 1 temporal aggregation 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Grigoryeva, Lyudmila 1 Ortega, Juan-Pablo 1
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International journal of computational economics and econometrics 1
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ECONIS (ZBW) 1
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Asymptotic forecasting error evaluation for estimated temporally aggregated linear processes
Grigoryeva, Lyudmila; Ortega, Juan-Pablo - In: International journal of computational economics and … 5 (2015) 3, pp. 289-318
Persistent link: https://www.econbiz.de/10011413834
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