scientific article; zbMATH DE number 1086082

MaRDI QIDQ4364007zbMATH OpenFDO

Authors John Haywood, G. Tunnicliffe Wilson

Publication date 13 November 1997

zbMATH Keywords

diagnostic testfrequency domain estimationiterative reweightingmultistep errorstime series forecasting

Mathematics Subject Classification ID

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

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Cited in

(6)

• Higher-order approximations for frequency domain time series regression
• Modeling of time series arrays by multistep prediction or likelihood methods.
• Selecting optimal multistep predictors for autoregressive processes of unknown order.
• A test for improved multi-step forecasting
• Multi-step estimators and shrinkage effect in time series models
• Realisations of finite-sample frequency-selective filters

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