مرکز منطقه ای اطلاع رساني علوم و فناوري - Forecasting unstable and nonstationary time series

Title of article :

Forecasting unstable and nonstationary time series

Author/Authors :

Carlo Grillenzoni، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

469

To page :

482

Keywords :

Adaptive forecasting , Airline series , Recursive estimators , Time-varying parameters , Unstable roots , IBM stock prices

Journal title :

International Journal of Forecasting

Serial Year :

1998

Journal title :

International Journal of Forecasting

Record number :

178789

Link To Document :