Multi-step-ahead estimation of time series models
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References listed on IDEAS
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- repec:spr:lifeda:v:24:y:2018:i:2:d:10.1007_s10985-017-9394-3 is not listed on IDEAS
- Wildi, Marc, 2010. "Real-Time Signal Extraction: a Shift of Perspective/Extracción de señal en tiempo real: un cambio de perspectiva," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 28, pages 497-518, Diciembre.
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More about this item
KeywordsARIMA; Forecasting; Frequency domain; Nonstationary; Signal extraction;
StatisticsAccess and download statistics
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