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Automatic locally stationary time series forecasting with application to predicting UK gross value added time series (2025)

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

Issue: 1

ISSN: 0035-9254