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Forecasting autoregressive time series in the presence of deterministic components - MaRDI portal

Forecasting autoregressive time series in the presence of deterministic components (Q4551780)

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scientific article; zbMATH DE number 1791818
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English
Forecasting autoregressive time series in the presence of deterministic components
scientific article; zbMATH DE number 1791818

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    Forecasting autoregressive time series in the presence of deterministic components (English)
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    20 May 2003
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    forecasting
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    trends
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    unit root
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    GLS estimation
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