Introduction to prediction in classical time series models (in Russian)
AbstractThis essay discusses basic notions of time series prediction and states traditional approaches to prediction in classical Box-Jenkins models, vector autoregressions, and autoregressive models with conditional heteroskedasticity.
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Bibliographic InfoArticle provided by Quantile in its journal Quantile.
Volume (Year): (2006)
Issue (Month): 1 (September)
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Web page: http://quantile.ru/
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- Tsyplakov, Alexander, 2012. "Assessment of probabilistic forecasts: Proper scoring rules and moments," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 27(3), pages 115-132.
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