Combining multiple time series predictors: A useful inferential procedure
type: Item
instance of: scholarly article
title: Combining multiple time series predictors: A useful inferential procedure
zbMATH Open document ID: 1020.62090
DOI: 10.1016/S0378-3758(02)00186-6
author: Daniel Peña
author: Victor M. Guerrero
published in: Journal of Statistical Planning and Inference
publication date: 2003-08-13T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62F30
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1963565
zbMATH Keywords: benchmarking
zbMATH Keywords: compatibility testing
zbMATH Keywords: forecast combination
zbMATH Keywords: generalized least squares
zbMATH Keywords: restricted prediction
describes a project that uses: astsa
MaRDI profile type: Publication
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full work available at URL: s0378-3758(02)00186-6
OpenAlex ID: W1970256805
description: scientific article; zbMATH DE number 1963565