Projected polynomial autoregression for prediction of stationary time series

DOI10.1080/02664769822756zbMath0945.62096OpenAlexW2065625369MaRDI QIDQ4269559

Xavier de Luna

Publication date: 1998

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

Full work available at URL: https://doi.org/10.1080/02664769822756

zbMATH Keywords

neural networksprediction errortime seriesprojection pursuit regressionpolynomial autoregressions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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