scientific article; zbMATH DE number 7233623

MaRDI QIDQ3306252zbMATH OpenFDO

Authors Richeng Hu, Xiang Jin, Dong-fa Wang, Maijing Wang, Xiaoran Wu, Rong-Mao Zhang

Publication date 12 August 2020

zbMATH Keywords

predictionnonstationary time seriesweekend effectdaily cash flowdifferential process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Recommendations

• Empirical analysis of daily cash flow time-series and its implications for forecasting
• Forecasting daily time series using periodic unobserved components time series models
• Functional data analysis for cash flow and transactions intensity continuous-time prediction using Hilbert-valued autoregressive processes
• Predicting non-stationary processes
• Modeling and Predicting Non-Stationary Time Series
• A prediction modeling method for nonlinear and non-stationary time series

Cited in

(2)

• The utility of cash flow forecasts in the management of corporate cash balances
• Empirical analysis of daily cash flow time-series and its implications for forecasting

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3306252)