Forecasting with Misspecified Models

DOI10.2307/2346415zbMath0432.62069OpenAlexW2426955054MaRDI QIDQ3870192

Paul Newbold, Neville Davies

Publication date: 1980

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2346415

zbMATH Keywords

time series analysisautoregressive modelsforecastingmodel misspecificationexpected-squared-error of prediction

Mathematics Subject Classification ID

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

Related Items (4)

MODELING LONG-MEMORY PROCESSES FOR OPTIMAL LONG-RANGE PREDICTION ⋮ SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS ⋮ COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS ⋮ PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS

This page was built for publication: Forecasting with Misspecified Models