Autoregressive prediction with rolling mechanism for time series forecasting with small sample size

DOI10.1155/2014/572173zbMath1407.62332OpenAlexW2145554026WikidataQ59066121 ScholiaQ59066121MaRDI QIDQ1718683

Yongbo Zhang, Huimin Fu, Zhi Hua Wang

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/572173

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• Forecasting Economic Time Series
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• A new look at the statistical model identification

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