The following pages link to (Q5343942):
Displaying 18 items.
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (Q291868) (← links)
- Feature matching in time series modeling (Q635410) (← links)
- Variable selection, estimation and inference for multi-period forecasting problems (Q738005) (← links)
- Signal extraction and filtering by linear semiparametric methods (Q1020896) (← links)
- Some problems of linear prediction of homogeneous and isotropic fields using functionals of a given type (Q1185588) (← links)
- Differential geometrical structures related to forecasting error variance ratios (Q1206617) (← links)
- Asymptotically efficient autoregressive model selection for multistep prediction (Q1359407) (← links)
- How should parameter estimation be tailored to the objective? (Q2172021) (← links)
- Self-adjusting controllers for linear systems with correlated disturbances (Q2543274) (← links)
- A test for improved multi-step forecasting (Q3077670) (← links)
- Steady-state average run length(s): Methodology, formulas, and numerics (Q5012706) (← links)
- Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns (Q5124781) (← links)
- Online process mean estimation using <i>L</i><sub>1</sub> norm exponential smoothing (Q5187942) (← links)
- The Multistep Beveridge–Nelson Decomposition (Q5864361) (← links)
- Learn and route: learning implicit preferences for vehicle routing (Q6154176) (← links)
- Multi-step estimators and shrinkage effect in time series models (Q6567443) (← links)
- Estimation and monitoring of traffic intensities with application to control of stochastic systems (Q6570568) (← links)
- Bayesian flexible local projections (Q6645250) (← links)
