scientific article; zbMATH DE number 2206038

zbMath1069.62550MaRDI QIDQ5317345

R. J. Bhansali

Publication date: 16 September 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items

Robustifying forecasts from equilibrium-correction systems, A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series, Forecasting world trade: Direct versus ``bottom-up approaches, How should parameter estimation be tailored to the objective?, Modeling of time series arrays by multistep prediction or likelihood methods., Variable selection, estimation and inference for multi-period forecasting problems, OPTIMAL MULTISTEP VAR FORECAST AVERAGING