Some forecasting applications of partially adaptive estimators of ARIMA models

DOI10.1016/0165-1765(94)90127-9zbMath0925.62516OpenAlexW2038697332MaRDI QIDQ1331516

Yexiao Xu, James B. McDonald

Publication date: 8 November 1999

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)90127-9

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)

Related Items (3)

Time-series analysis with neural networks and ARIMA-neural network hybrids ⋮ Partially adaptive estimation of nonlinear models via a normal mixture ⋮ Partially adaptive estimation of autoregressive processes via a normal mixture

Cites Work

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• Influence functionals for time series (with discussion)
• Monte Carlo evidence on adaptive maximum likelihood estimation of a regression
• Adaptive estimation of regression models via moment restrictions
• Estimation of regression equation with cauchy disturbances

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