Forecasting linear combinations of time series (1984)
- Authors:
- Autor USP: MORETTIN, PEDRO ALBERTO - IME
- Unidade: IME
- Assunto: ANÁLISE DE SÉRIES TEMPORAIS
- Language: Inglês
- Imprenta:
-
ABNT
PINO, Francisco Alberto e MORETTIN, Pedro Alberto. Forecasting linear combinations of time series. . São Paulo: IME-USP. Disponível em: https://repositorio.usp.br/directbitstream/54d62412-18c4-4ed9-9cc0-e6cf8d22761c/312656.pdf. Acesso em: 03 mar. 2026. , 1984 -
APA
Pino, F. A., & Morettin, P. A. (1984). Forecasting linear combinations of time series. São Paulo: IME-USP. Recuperado de https://repositorio.usp.br/directbitstream/54d62412-18c4-4ed9-9cc0-e6cf8d22761c/312656.pdf -
NLM
Pino FA, Morettin PA. Forecasting linear combinations of time series [Internet]. 1984 ;[citado 2026 mar. 03 ] Available from: https://repositorio.usp.br/directbitstream/54d62412-18c4-4ed9-9cc0-e6cf8d22761c/312656.pdf -
Vancouver
Pino FA, Morettin PA. Forecasting linear combinations of time series [Internet]. 1984 ;[citado 2026 mar. 03 ] Available from: https://repositorio.usp.br/directbitstream/54d62412-18c4-4ed9-9cc0-e6cf8d22761c/312656.pdf - Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models
- Utilização de ondaletas em modelos com mudança de regime
- Wavelets in state space models
- Estimation of semiparametric models with errors following a scale mixture of Gaussian distributions
- Comparing non-stationary and irregularly spaced time series
- Walsh-function analysis of a certain class of time series
- Limit theorems for stationary and dyadic-stationary processes
- A note on a central limit theorem for dependent random variables
- Análise Bayesiana do modelo Tarso
- Estimation of the Walsh spectrum (Corresp.)
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