Télécharger le livre :  Forecasting Economic Time Series using Locally Stationary Processes

Stationarity has always played an important part in forecasting theory. However, some economic time series show time-varying autocovariances. The question arises whether forecasts can be improved using models that capture such a time-varying second-order structure. One...
Editeur : Peter Lang GmbH, Internationaler Verlag der Wissenschaften
Parution : 2012-07-27

Format(s) : PDF
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