Fathoming the theta method for a unit root process
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Publication:5397576
DOI10.1093/imaman/dps030OpenAlexW2009378299MaRDI QIDQ5397576
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Publication date: 24 February 2014
Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imaman/dps030
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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