Automatic locally stationary time series forecasting with application to predicting UK gross value added time series (2024)

First Author: Killick R
Attributed to:  Locally stationary Energy Time Series (LETS) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1093/jrsssc/qlae043

Publication URI: http://dx.doi.org/10.1093/jrsssc/qlae043

Type: Journal Article/Review

Parent Publication: Journal of the Royal Statistical Society Series C: Applied Statistics