Sample distribution function construction for non-stationary time series forecasting

MaRDI QIDQ5503744zbMATH OpenFDO

Authors Yu. N. Orlov, K. P. Osminin

Publication date 16 January 2009

Full work available at URL http://mathnet.ru/eng/mm/v20/i9/p23

zbMATH Keywords

economic time series analysistime-series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

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Cited in

(5)

• Sample distribution function construction for non-stationary time-series forecasting
• Dynamical System Model with the use of Liouville Equation for Empirical Distribution Function Densities
• Modeling evolution sample distributions of random quantities by the equation of Liouville
• Sample distribution function construction for non-stationary time-series forecasting
• Non-Stationary Samples and Meta-Distribution

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