Forecasting unstable and nonstationary time series

International Journal of Forecasting

Volumn 14, Issue 4, 1998, Pages 469-482

  Grillenzoni, Carlo ^a  

^a UNIVERSITY IUAV OF VENICE   (Italy)

Author keywords

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

Indexed keywords

EID: 0040098040     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(98)00039-9     Document Type: Article

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