Improved autoregressive forecasts in the presence of non-normal errors (Q5220925)
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scientific article; zbMATH DE number 7183241
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| English | Improved autoregressive forecasts in the presence of non-normal errors |
scientific article; zbMATH DE number 7183241 |
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Improved autoregressive forecasts in the presence of non-normal errors (English)
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27 March 2020
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forecast
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autoregressive model
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residual augmented least squares
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non-normality
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least absolute deviations estimator
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0.738530695438385
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0.7360262870788574
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0.7173579931259155
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0.7148362398147583
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