Stability in Stochastic Forecasting of Time Series

Yuriy Kharin
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Yuriy Kharin: Belarusian State University, Research Institute for Applied Problems of Mathematics and Informatics, Minsk, Belarus

Applied Econometrics, 2006, vol. 1, issue 1, 82-93

Abstract: Stability in Stochastic Forecasting of Time Series

Keywords: time-series models; forecasting; stability (search for similar items in EconPapers)
JEL-codes: C22 C53 (search for similar items in EconPapers)
Date: 2006
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