Forecasting with non-linear time series models
نویسندگان
چکیده
منابع مشابه
Forecasting economic and financial time-series with non-linear models
In this paper we discuss the current state-of-the-art in estimating, evaluating, and selecting among non-linear forecasting models for economic and financial time series. We review theoretical and empirical issues, including predictive density, interval and point evaluation and model selection, loss functions, data-mining, and aggregation. In addition, we argue that although the evidence in fav...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1987
ISSN: 0304-4149
DOI: 10.1016/0304-4149(87)90098-6