Order series method for forecasting non-Gaussian time series
A new forecasting non-Gaussian time series method based on order series transformation properties has been proposed. The proposed method improves Yu's method without using Hermite polynomial expansion to process nonlinear instantaneous transformations and provides acceptable forecasting accuracy. Copyright Â© 2007 John Wiley & Sons, Ltd.
Volume (Year): 26 (2007)
Issue (Month): 4 ()
|Contact details of provider:|| Web page: http://www3.interscience.wiley.com/cgi-bin/jhome/2966 |
When requesting a correction, please mention this item's handle: RePEc:jof:jforec:v:26:y:2007:i:4:p:239-250. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing)or (Christopher F. Baum)
If references are entirely missing, you can add them using this form.