Combining endogenous and exogenous variables in a special case of non-parametric time series forecasting model
DOI10.3103/S0278641916020072zbMath1373.62466OpenAlexW2508847202WikidataQ59243801 ScholiaQ59243801MaRDI QIDQ309148
Anastasiya P. Motrenko, K. V. Rudakov, Vadim V. Strijov
Publication date: 7 September 2016
Published in: Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s0278641916020072
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
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