Price forecasting with state-space models of nonstationary time series: Case of the Japanese salmon market (Q1324342)
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scientific article; zbMATH DE number 571460
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| English | Price forecasting with state-space models of nonstationary time series: Case of the Japanese salmon market |
scientific article; zbMATH DE number 571460 |
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Price forecasting with state-space models of nonstationary time series: Case of the Japanese salmon market (English)
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11 October 1994
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nonstationary vector-valued times series
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estimation of covariance model parameters
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Kung-Vaccaro method
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least squares solution
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stochastic nonstationarities
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regression equation
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innovations model
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impulse response model
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short term forecasts
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two-step state-space procedure
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cointegration representation
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error correction representation
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deterministic nonstationarities
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