Prediction‐based adaptive compositional model for seasonal time series analysis

DOI10.1002/FOR.2474zbMATH Open1397.62299OpenAlexW2612913333MaRDI QIDQ4687644

Kun Chang, Rong Chen, Thomas B. Fomby

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2474

zbMATH Keywords

rolling conditional distributionsrolling seasonseasonal time modelsstable seasonal pattern

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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