Multi-step-ahead estimation of time series models
We study the fitting of time series models via the minimization of a multi-step-ahead forecast
error criterion that is based on the asymptotic average of squared forecast errors. Our …
error criterion that is based on the asymptotic average of squared forecast errors. Our …
Multi-step-ahead estimation of time series models
T McElroy, M Wildi - International Journal of Forecasting, 2013 - infona.pl
We study the fitting of time series models via the minimization of a multi-step-ahead forecast
error criterion that is based on the asymptotic average of squared forecast errors. Our …
error criterion that is based on the asymptotic average of squared forecast errors. Our …
Multi-step-ahead estimation of time series models
T McElroy, M Wildi - International Journal of Forecasting, 2013 - ideas.repec.org
We study the fitting of time series models via the minimization of a multi-step-ahead forecast
error criterion that is based on the asymptotic average of squared forecast errors. Our …
error criterion that is based on the asymptotic average of squared forecast errors. Our …
[PDF][PDF] Multi-Step Ahead Estimation of Time Series Models
T McElroy, M Wildi - Citeseer
We study the fitting of time series models via minimization of a multi-step ahead forecast
error criterion that is based on the asymptotic average of squared forecast errors. As in …
error criterion that is based on the asymptotic average of squared forecast errors. As in …
[PDF][PDF] Multi-Step Ahead Estimation of Time Series Models
T McElroy, M Wildi - Statistics, 2012 - census.gov
We study the fitting of time series models via minimization of a multi-step ahead forecast
error criterion that is based on the asymptotic average of squared forecast errors. Our …
error criterion that is based on the asymptotic average of squared forecast errors. Our …
Multi-step-ahead estimation of time series models
T McElroy, M Wildi - International Journal of Forecasting, 2013 - econpapers.repec.org
We study the fitting of time series models via the minimization of a multi-step-ahead forecast
error criterion that is based on the asymptotic average of squared forecast errors. Our …
error criterion that is based on the asymptotic average of squared forecast errors. Our …
[PDF][PDF] Multi-Step Ahead Estimation of Time Series Models
T McElroy, M Wildi - Statistics, 2012 - academia.edu
We study the fitting of time series models via minimization of a multi-step ahead forecast
error criterion that is based on the asymptotic average of squared forecast errors. Our …
error criterion that is based on the asymptotic average of squared forecast errors. Our …
[PDF][PDF] Multi-Step Ahead Estimation of Time Series Models
T McElroy, M Wildi - Statistics, 2012 - census.gov
We study the fitting of time series models via minimization of a multi-step ahead forecast
error criterion that is based on the asymptotic average of squared forecast errors. Our …
error criterion that is based on the asymptotic average of squared forecast errors. Our …
Multi-step-ahead estimation of time series models
T McElroy, M Wildi - International Journal of Forecasting, 2013 - digitalcollection.zhaw.ch
We study the fitting of time series models via the minimization of a multi-step-ahead forecast
error criterion that is based on the asymptotic average of squared forecast errors. Our …
error criterion that is based on the asymptotic average of squared forecast errors. Our …
[PDF][PDF] Multi-step-ahead estimation of time series models
T McElroya, M Wildib - International Journal of Forecasting, 2013 - researchgate.net
It is well-known that fitting models via the minimization of one-step-ahead forecasting errors
is equivalent to maximum likelihood estimation of the Gaussian likelihood for a stationary …
is equivalent to maximum likelihood estimation of the Gaussian likelihood for a stationary …