Forecasting contemporal aggregates of multiple time series
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Publication:1140395
DOI10.1016/0304-4076(80)90008-1zbMath0435.62099MaRDI QIDQ1140395
Publication date: 1980
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(80)90008-1
prediction; moving average models; component series; forecasting contemporal aggregates of multiple time series; relative efficiency of aggretation
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G99: Nonparametric inference
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