Multi-step-ahead estimation of time series models
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References listed on IDEAS
- Proietti, Tommaso, 2011.
"Direct and iterated multistep AR methods for difference stationary processes,"
International Journal of Forecasting,
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- Proietti, Tommaso, 2008. "Direct and iterated multistep AR methods for difference stationary processes," MPRA Paper 10859, University Library of Munich, Germany.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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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- Wildi Marc & McElroy Tucker, 2016. "Optimal Real-Time Filters for Linear Prediction Problems," Journal of Time Series Econometrics, De Gruyter, vol. 8(2), pages 155-192, July.
- Chevillon, Guillaume, 2016. "Multistep forecasting in the presence of location shifts," International Journal of Forecasting, Elsevier, vol. 32(1), pages 121-137.
- Shahedul A. Khan, 0. "Exponentiated Weibull regression for time-to-event data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 0, pages 1-27.
More about this item
KeywordsARIMA; Forecasting; Frequency domain; Nonstationary; Signal extraction;
StatisticsAccess and download statistics
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