Functional coefficient moving average model with application to forecasting Chinese CPI

DOI10.5705/ss.2014.196tzbMath1356.62136OpenAlexW1936329085MaRDI QIDQ2828622

Lihua Lei, Yundong Tu, Song Xi Chen

Publication date: 26 October 2016

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2014.196t

zbMATH Keywords

forecastingconsumer price indexmoving average modelfunctional coefficient model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)

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