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1
Forecasting economic time series using locally stationary processes : a new approach with applications
Peter Lang
Tina Loll
processes
stationary
function
approach
figure
coefficient
locally
estimation
spectral
stationarity
theta
forecasting
rows
zeros
definition
min_m
stochastic
different
endo
endif
functions
matrix
partial
covariance
values
selection
theorem
exp
models
coefficients
m_t
sample
varying
dahlhaus
s_par
autocorrelation
autoregressive
defined
random
likelihood
step
trig1
x_pred
parv
α1
cols
equation
method
output
bellegem
Year:
2012
Language:
english
File:
PDF, 936 KB
Your tags:
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english, 2012
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