Time series forecasting model based on weighted variable structure

DOI10.16360/J.CNKI.JBNUNS.2016.04.006MaRDI QIDQ2983996zbMATH OpenFDO

Authors Weixin Ling, Handong Li

Publication date 17 May 2017

Full work available at URL https://doi.org/10.16360/J.CNKI.JBNUNS.2016.04.006

zbMATH Keywords

daily rate of returnoptimal weightsvariable structure forecastweighted ARMA model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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