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Optimal forecasting of noncausal autoregressive time series

✍ Scribed by Markku Lanne; Jani Luoto; Pentti Saikkonen


Book ID
113648240
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
291 KB
Volume
28
Category
Article
ISSN
0169-2070

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## Abstract Forecasting for nonlinear time series is an important topic in time series analysis. Existing numerical algorithms for multi‐step‐ahead forecasting ignore accuracy checking, alternative Monte Carlo methods are also computationally very demanding and their accuracy is difficult to contro