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Bootstrap multi-step forecasts of non-Gaussian VAR models
Fresoli, Diego; Ruiz, Esther; Pascual, Lorenzo - In: International journal of forecasting 31 (2015) 3, pp. 834-848
Persistent link: https://www.econbiz.de/10011474590
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Bootstrap prediction intervals for power-transformed time series
Pascual, Lorenzo; Romo, Juan; Ruiz, Esther - In: International journal of forecasting 21 (2005) 2, pp. 219-235
Persistent link: https://www.econbiz.de/10002687759
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Effects of parameter estimation on prediction densities : a bootstrap approach
Pascual, Lorenzo; Romo, Juan; Ruiz, Esther - In: International journal of forecasting 17 (2001) 1, pp. 83-103
Persistent link: https://www.econbiz.de/10001549777
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The anatomy of a successful forecasting implementation
Miller, Don M. - In: International journal of forecasting 1 (1985) 1, pp. 69-78
Persistent link: https://www.econbiz.de/10001033952
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MGARCH models: trade-off between feasibility and flexibility
Almeida, Daniel de; Hotta, Luiz K.; Ruiz, Esther - In: International journal of forecasting 34 (2018) 1, pp. 45-63
Persistent link: https://www.econbiz.de/10012030840
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Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy
Miller, Don M.; Williams, Dan - In: International journal of forecasting 19 (2003) 4, pp. 669-684
Persistent link: https://www.econbiz.de/10001818872
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Prediction intervals in conditionally heteroscedastic time series with stochastic components
Pellegrini, Santiago; Ruiz, Esther; Espasa Terrades, Antoni - In: International journal of forecasting 27 (2011) 2, pp. 308-319
Persistent link: https://www.econbiz.de/10009247501
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Damping seasonal factors : shrinkage estimators for the X-12-ARIMA program
Miller, Don M.; Williams, Dan - In: International journal of forecasting 20 (2004) 4, pp. 529-549
Persistent link: https://www.econbiz.de/10002433788
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Seasonal adjustment perspectives on "damping seasonal factors : shrinkage estimators for the X-12-ARIMA program"
Findley, David F.; Wills, Kellie C.; Monsell, Brian C. - In: International journal of forecasting 20 (2004) 4, pp. 551-556
Persistent link: https://www.econbiz.de/10002433851
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The interaction between trend and seasonality
Hyndman, Rob J. - In: International journal of forecasting 20 (2004) 4, pp. 561-563
Persistent link: https://www.econbiz.de/10002433857