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Asymptotic forecasting error evaluation for estimated temporally aggregated linear processes

Asymptotic forecasting error evaluation for estimated temporally aggregated linear processes

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GRIGORYEVA, Lyudmila, Juan-Pablo ORTEGA, 2015. Asymptotic forecasting error evaluation for estimated temporally aggregated linear processes. In: International Journal of Computational Economics and Econometrics. Inderscience Enterprises. 5(3), pp. 289-318. ISSN 1757-1170. eISSN 1757-1189. Available under: doi: 10.1504/IJCEE.2015.070612

@article{Grigoryeva2015Asymp-55525, title={Asymptotic forecasting error evaluation for estimated temporally aggregated linear processes}, url={https://www.inderscienceonline.com/doi/abs/10.1504/IJCEE.2015.070612}, year={2015}, doi={10.1504/IJCEE.2015.070612}, number={3}, volume={5}, issn={1757-1170}, journal={International Journal of Computational Economics and Econometrics}, pages={289--318}, author={Grigoryeva, Lyudmila and Ortega, Juan-Pablo} }

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