Useful management mathematics: which forecasting models work, why and when?

DOI10.1093/IMAMAN/DPAF029MaRDI QIDQ7296284zbMATH OpenFDO

Authors Philip Hans Franses

Publication date 14 July 2026

Published in IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/IMAMAN/DPAF029

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Elements of nonlinear time series analysis and forecasting
• Generalized autoregressive conditional heteroscedasticity
• scientific article; zbMATH DE number 5949029 (Why is no real title available?)
• scientific article; zbMATH DE number 3742451 (Why is no real title available?)
• scientific article; zbMATH DE number 3591256 (Why is no real title available?)
• Periodic Time Series Models
• Potential problems in estimating bilinear time-series models
• Robust Statistics
• Shrinkage estimators for periodic autoregressions
• The econometric analysis of seasonal time series. With a foreword by Thomas J. Sargent
• The story of a model: the first-order diagonal bilinear autoregression

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