Modelling and Forecasting Linear Combinations of Time Series

DOI10.2307/1403407zbMath0636.62089OpenAlexW2314565568MaRDI QIDQ3776444

Francisco Alberto Pino, Raul Pedro Mentz, Pedro Alberto Morettin

Publication date: 1987

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403407

zbMATH Keywords

predictionmodellingmoving average representationsystematic samplingARIMA modelsaggregationsforecast efficiencieslinear combinations of scalar and vector time seriesnonseasonal and seasonal cases

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (3)

On the spectrum of randomly aggregate ARMA models ⋮ Effect of outliers on forecasting temporally aggregated flow variables ⋮ Combining multiple time series predictors: A useful inferential procedure

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