Fitting time series models by minimizing multistep-ahead errors: A frequency domain approach

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 59, Issue 1, 1997, Pages 237-254

  Haywood, J ^a   Tunnicliffe Wilson, G ^b,c  

^a VICTORIA UNIVERSITY OF WELLINGTON   (New Zealand)

^b LANCASTER UNIVERSITY   (United Kingdom)

^c LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Diagnostic test; Frequency domain estimation; Iterative reweighting; Multistep errors; Time series forecasting

Indexed keywords

EID: 0347568294     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00066     Document Type: Article

References (22)

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