Non parametric multistep-ahead prediction in time series analysis

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

Volumn 66, Issue 3, 2004, Pages 669-686

  Chen, Rong ^a,b   Yang, Lijian ^c   Hafner, Christian ^d  

^a UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

^b PEKING UNIVERSITY   (China)

^c MICHIGAN STATE UNIVERSITY   (United States)

^d ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 3543001655     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2004.04664.x     Document Type: Article

References (24)

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