Stochastic and deterministic trend in state space models-Reference-Cited by-同舟云学术

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Stochastic and deterministic trend in state space models

Published:2019-05-02 Issue:10 Volume:50 Page:2809-2822
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Jorge-González Elisa¹,González-Dávila Enrique²,Martín-Rivero Raquel¹,Lorenzo-Díaz Domingo¹³

Affiliation:

1. Dpto. de Economía Aplicada y Métodos Cuantitativos, Universidad de La Laguna, Santa Cruz de Tenerife, Spain

2. Dpto. de Matemáticas, Estadística e Investigación Operativa. Universidad de La Laguna, Santa Cruz de Tenerife, Spain

3. Instituto Canario de Estadística (ISTAC), Gobierno de Canarias, Comunidad Autónoma de Canarias, Spain

Funder

CajaCanarias Foundation Project “Desarrollo de un sistema de predicción de demanda turística en Canarias”

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2019.1606240

Reference31 articles.

1. A new look at the statistical model identification

2. State-space based analysis and forecasting of macroscopic road safety trends in Greece

3. Error measures for generalizing about forecasting methods: Empirical comparisons

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