Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting (Q3477854)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting |
scientific article |
Statements
Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting (English)
0 references
1990
0 references
prediction
0 references
misspecified models
0 references
identifying time series
0 references
distributional properties
0 references
serial dependence
0 references
near-nonstationary model
0 references
nonstationary approximation
0 references
discrimination
0 references
forecasting effectiveness
0 references
measures of serial covariance
0 references
serial correlation
0 references
non-explosive linear time processes
0 references
ARMA
0 references
ARIMA models
0 references
