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Observability of states in non-linear systems
Smith, Jim Q. - In: Journal of forecasting 16 (1997) 5, pp. 375-393
Persistent link: https://www.econbiz.de/10001337101
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On selecting a power transformation in time-series analysis
Chen, Cathy W. S. - In: Journal of forecasting 16 (1997) 5, pp. 343-354
Persistent link: https://www.econbiz.de/10001337102
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Bayes linear variance adjustment for locally linear DLMs
Wilkinson, Darren James - In: Journal of forecasting 16 (1997) 5, pp. 329-342
Persistent link: https://www.econbiz.de/10001337105
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Temporal aggregation in dynamic linear models
Schmidt, Alexandra Mello - In: Journal of forecasting 16 (1997) 5, pp. 293-310
Persistent link: https://www.econbiz.de/10001337107
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Convergence and the constant dynamic linear model
Harrison, P. Jeff - In: Journal of forecasting 16 (1997) 5, pp. 287-292
Persistent link: https://www.econbiz.de/10001337108
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Validation of volatility models
Magdon-Ismail, Malik; Abu-Mostafa, Yaser S. - In: Journal of forecasting 17 (1998) 5/6, pp. 349-368
Persistent link: https://www.econbiz.de/10001363172
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Forecasting of curves using a Kohonen classification
Cottrell, Marie; Girard, Bernard; Rousset, Patrick - In: Journal of forecasting 17 (1998) 5/6, pp. 429-439
Persistent link: https://www.econbiz.de/10001363230
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Weight space analysis and forecast uncertainty
Ossen, Arnfried; Rüger, Stefan M. - In: Journal of forecasting 17 (1998) 5/6, pp. 471-480
Persistent link: https://www.econbiz.de/10001363240
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Linear signal extraction with intervention techniques in non-linear time series
Planas, Christophe - In: Journal of forecasting 17 (1998) 7, pp. 515-526
Persistent link: https://www.econbiz.de/10001363624
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The role of prices in models of innovation diffusion
Bottomley, Paul A.; Fildes, Robert - In: Journal of forecasting 17 (1998) 7, pp. 539-555
Persistent link: https://www.econbiz.de/10001363630