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Bargaining in a non-stationary environment

✍ Scribed by Melvyn G Coles; Abhinay Muthoo

Book ID
114047363
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
242 KB
Volume
109
Category
Article
ISSN
0022-0531

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This paper presents a composite method for non-stationary economic forecasts, incorporating reconfigurable exponential trend extraction and linear combinations of parabolic and spectral estimators for short-term prediction. The method automatically identifies the points of time series misalignment i