Forecasting in the 1990s

Journal of the Royal Statistical Society Series D: The Statistician

Volumn 46, Issue 4, 1997, Pages 461-473

  Chatfield, Chris ^a  

^a UNIVERSITY OF BATH   (United Kingdom)

Author keywords

Autoregressive conditionally heteroscedastic models; Chaos; Forecasting competitions; Fractional differencing; Generalized autoregressive conditionally heteroscedastic models; Model uncertainty; Neural networks; Non linear models; Prediction intervals

Indexed keywords

EID: 0347137529     PISSN: 00390526     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9884.00100     Document Type: Article

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