scientific article; zbMATH DE number 1086082

zbMATH Open0889.62081MaRDI QIDQ4364007FDOQ4364007

Authors: John Haywood, G. Tunnicliffe Wilson 

Publication date: 13 November 1997

Title of this publication is not available (Why is that?)

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zbMATH Keywords

diagnostic testtime series forecastingfrequency domain estimationiterative reweightingmultistep errors

Mathematics Subject Classification ID

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

Cited In (6)

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

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