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Nonparametric Forecasting in Time Series—A Comparative Study
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Nonparametric Forecasting in Time Series—A Comparative Study (2007)Nonparametric Forecasting in Time Series—…The M3-Competition: results, conclusions and implications (2000)The M3-Competition: results, …Nonparametric vector autoregression (1998)Nonparametric vector autoregr…Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality (1995)Nonparametric Estimation and …Forecasting methods and applications (1993)Forecasting methods and appli…Statistical Methods for Forecasting. (1984)Statistical Methods for Forec…Statistical Methods for Forecasting (1983)Statistical Methods for Forec…Forecasting with Univariate Box‐Jenkins Models (1983)Forecasting with Univariate B…DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS (1983)DIAGNOSTIC CHECKING ARMA TIME…An Application of Nonlinear Time Series Forecasting (1983)An Application of Nonlinear T…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Functional methods for time series prediction: a nonparametric approach (2010)Functional methods for time s…Time Series Analysis Forecasting and Control. (1971)ARCH and Bilinear Time Series Models: Comparison and Combination (1986)Forecast improvements using a volatility index (1992)Forecasting Economic Time Series (2000)Short-Term Forecasting of Agriculture Commodities in Context of Indian Market for Sustainable Agriculture by Using the Artificial Neural Network (2021)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Nonlinear Dynamics, Chaos and Instability Statistical Theory and Economic Evidence. (1993)Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1 (2005)Nonparametric Inference of Value-at-Risk for Dependent Financial Returns (2005)ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS (2008)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Time Series Analysis: Forecasting and Control (1977)Testing for Nonlinear Dependence in Daily Foreign Exchange Rates (1989)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING (1993)Empirical exchange rate models of the seventies (1983)ARCH modeling in finance (1992)Discrete time option pricing with flexible volatility estimation (2000)A semiparametric GARCH model for foreign exchange volatility (2005)Nonparametric modeling of carbon prices (2011)Combining forecasts: A review and annotated bibliography (1989)25 years of time series forecasting (2006)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)An Information Interpretation of Financial Analyst Superiority in Forecasting Earnings (1987)Calculating Interval Forecasts (1993)The predictive validation of ecological and environmental models (1993)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Exploring the use of deep neural networks for sales forecasting in fashion retail (2018)A simulation study of artificial neural networks for nonlinear time-series forecasting (2001)Earthquake devastation and recovery in tourism: the Taiwan case (2002)A comparison of three different approaches to tourist arrival forecasting (2003)
this work references cited by second hop

References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1993Forecasting methods and applications2,393 cited
  • 2000The M3-Competition: results, conclusions and implications1,700 cited
  • 1983DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS1,124 cited
  • 1983Statistical Methods for Forecasting622 cited
  • 1984Statistical Methods for Forecasting.542 cited
  • 1983Forecasting with Univariate Box‐Jenkins Models413 cited
  • 1995Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality275 cited
  • 1983An Application of Nonlinear Time Series Forecasting134 cited
  • 1998Nonparametric vector autoregression111 cited

Cited by

  • 2010Functional methods for time series prediction: a nonparametric approach43 cited

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