Forecasting of stationary time series based on the small-parameter Bloomfield model

zbMATH Open1267.62097MaRDI QIDQ2837481FDOQ2837481

Authors: Yuriĭ Semenovich Kharin, V. A. Voloshko 

Publication date: 10 July 2013

Published in: Doklady Natsional'noĭ Akademii Nauk Belarusi (Search for Journal in Brave)

Recommendations

• The risk of forecasting on the base of the Bloomfield model in the presence of a training sample
• scientific article; zbMATH DE number 3844874
• On a criterion for the selection of models for stationary time series
• scientific article; zbMATH DE number 2146646
• scientific article; zbMATH DE number 1834037

Mathematics Subject Classification ID

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

Cited In (2)

• The risk of forecasting on the base of the Bloomfield model in the presence of a training sample
• On asymptotic properties of the plug-in cepstrum estimator for Gaussian time series

This page was built for publication: Forecasting of stationary time series based on the small-parameter Bloomfield model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2837481)