Forecasting Temperature Indices Density with Time‐Varying Long‐Memory Models
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Publication:4687328
DOI10.1002/FOR.1272zbMath1397.62402OpenAlexW1953516854MaRDI QIDQ4687328
Juliusz Preś, Massimiliano Caporin
Publication date: 11 October 2018
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.1272
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to environmental and related topics (62P12)
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