Journal article
Forecast efficiency of systematically sampled time series
Communications in statistics. Theory and methods, Vol.11(24), pp.2857-2868
01/01/1982
DOI: 10.1080/03610928208828427
Abstract
In this paper we consider the effect of the sampling interval in systematically sampled time series on the forecast efficiency. We find that for sufficientlv long sampled series the loss in forecasting accuracy by using the sampled instead of the original series is small
Details
- Title: Subtitle
- Forecast efficiency of systematically sampled time series
- Creators
- Bovas Abraham - University of WaterlooJohannes Ledolter - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Communications in statistics. Theory and methods, Vol.11(24), pp.2857-2868
- Publisher
- Marcel Dekker, Inc
- DOI
- 10.1080/03610928208828427
- ISSN
- 0361-0926
- eISSN
- 1532-415X
- Language
- English
- Date published
- 01/01/1982
- Academic Unit
- Statistics and Actuarial Science; Business Analytics
- Record Identifier
- 9984380601402771
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