A test for improved multi-step forecasting

DOI10.1111/j.1467-9892.2009.00634.xzbMath1224.62082OpenAlexW1998214803MaRDI QIDQ3077670

Granville Tunnicliffe Wilson, John Haywood

Publication date: 22 February 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2009.00634.x

zbMATH Keywords

time seriesmodel robustnessdiagnostic statistics

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Uses Software

• AS 155
• AS 204

Cites Work

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