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Parameter space restrictions in state space models
Jun, Duk Bin; Kim, Dong Soo; Park, Sungho; Park, Myoung Hwan - In: Journal of forecasting 31 (2012) 2, pp. 109-123
Persistent link: https://www.econbiz.de/10009503691
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State space trend-cycle decomposition of the ARIMA(1,1,1) process
Joo, Young Jin - In: Journal of forecasting 16 (1997) 6, pp. 411-424
Persistent link: https://www.econbiz.de/10001233088
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A simultaneous test of unit root and level change
Jun, Duk Bin; Park, Dae-keun - In: Journal of forecasting 29 (2010) 3, pp. 301-312
Persistent link: https://www.econbiz.de/10003962571
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Parameter Space Restrictions in State Space Models
Jun, Duk Bin; Kim, Dong Soo; Park, Sungho; Park, Myoung Hwan - In: Journal of forecasting 31 (2012) 2, pp. 109-124
Persistent link: https://www.econbiz.de/10009824214
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Foreign exchange market prediction with multiple classifiers
Jun, Duk Bin; Park, Dae Keun - In: Journal of forecasting 29 (2010) 3, pp. 271-285
Persistent link: https://www.econbiz.de/10008393720