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Properties of predictors in overdifferenced nearly nonstationary autoregression
Peña, Daniel; Sánchez, Ismael - 1999 - 1. ed.
Persistent link: https://www.econbiz.de/10001375518
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Multifold predictive validation in ARMAX time series models
Peña, Daniel; Sánchez, Ismael - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 135-146
Persistent link: https://www.econbiz.de/10002703157
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Efficient forecasting in nearly non-stationary processes
Sánchez, Ismael - In: Journal of forecasting 21 (2002) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10001650444
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Implementing unit root tests in ARMA models of unknow order
Sánchez, Ismael - In: Statistical papers 45 (2004) 2, pp. 249-266
Persistent link: https://www.econbiz.de/10001959431