Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting

Anderson, Olivier D., and De Gooijer, Jan G.. "Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting." RAIRO - Operations Research - Recherche Opérationnelle 24.4 (1990): 436-436. <http://eudml.org/doc/104994>.

@article{Anderson1990,
author = {Anderson, Olivier D., De Gooijer, Jan G.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {prediction; misspecified models; identifying time series; distributional properties; serial dependence; near-nonstationary model; nonstationary approximation; discrimination; forecasting effectiveness; measures of serial covariance; serial correlation; non-explosive linear time processes; ARMA; ARIMA models},
language = {eng},
number = {4},
pages = {436-436},
publisher = {EDP-Sciences},
title = {Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting},
url = {http://eudml.org/doc/104994},
volume = {24},
year = {1990},
}

TY - JOUR
AU - Anderson, Olivier D.
AU - De Gooijer, Jan G.
TI - Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1990
PB - EDP-Sciences
VL - 24
IS - 4
SP - 436
EP - 436
LA - eng
KW - prediction; misspecified models; identifying time series; distributional properties; serial dependence; near-nonstationary model; nonstationary approximation; discrimination; forecasting effectiveness; measures of serial covariance; serial correlation; non-explosive linear time processes; ARMA; ARIMA models
UR - http://eudml.org/doc/104994
ER -