Fitting EXPAR models through the extended Kalman filter (Q2347553)
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scientific article; zbMATH DE number 6440834
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| English | Fitting EXPAR models through the extended Kalman filter |
scientific article; zbMATH DE number 6440834 |
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Fitting EXPAR models through the extended Kalman filter (English)
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28 May 2015
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exponential autoregressive model
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extended Kalman filter
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forecast performance
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landings data
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out-of-sample forecast.
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0.7325844764709473
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0.7267306447029114
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0.7206487655639648
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0.7202350497245789
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