Fitting Time Series Models for Prediction

DOI10.2307/1266948MaRDI QIDQ5636193zbMATH OpenOpenAlexFDO

Authors William S. Cleveland

Publication date 1971

Full work available at URL http://www.lib.ncsu.edu/resolver/1840.4/2850

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cited in

(2)

• Forecasting in dynamic models with stochastic regressors
• PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS

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