Testing for equal predictability of stationary ARMA processes

Journal of Applied Statistics

Volumn 34, Issue 9, 2007, Pages 1091-1108

  Otranto, Edoardo ^a   Triacca, Umberto ^b  

^a UNIVERSITY OF SASSARI   (Italy)

^b UNIVERSITY OF L'AQUILA   (Italy)

Author keywords

Forecasts; GARCH models; Parallelism; Wold decomposition

Indexed keywords

EID: 36348971640     PISSN: 02664763     EISSN: 13600532     Source Type: Journal    
DOI: 10.1080/02664760701592158     Document Type: Article

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