Assessing the stability of long-horizon SSA forecasting

DOI10.4310/SII.2010.V3.N3.A5zbMath1245.62116OpenAlexW1983568700MaRDI QIDQ440227

Andrey Pepelyshev, Anatoly A. Zhigljavsky

Publication date: 18 August 2012

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2010.v3.n3.a5

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Applications of statistics to physics (62P35) Geostatistics (86A32)

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