Automatic Locally Stationary Time Series Forecasting with application to predicting UK Gross Value Added Time Series

Killick, Rebecca, Knight, Marina Iuliana orcid.org/0000-0001-9926-6092, Nason, G.P. et al. (2 more authors) (2025) Automatic Locally Stationary Time Series Forecasting with application to predicting UK Gross Value Added Time Series. Journal of the Royal Statistical Society; Series C (Applied Statistics). qlae043. pp. 18-33. ISSN 1467-9876

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Item Type: Article
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© The Royal Statistical Society 2024.
Dates:
  • Published: 1 January 2025
  • Published (online): 23 August 2024
  • Accepted: 30 July 2024
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
Depositing User: Pure (York)
Date Deposited: 31 Jul 2024 15:10
Last Modified: 30 Jan 2025 00:10
Published Version: https://doi.org/10.1093/jrsssc/qlae043
Status: Published
Refereed: Yes
Identification Number: 10.1093/jrsssc/qlae043
Open Archives Initiative ID (OAI ID):

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Description: Automatic locally stationary time series forecasting with application to predicting UK gross value added time series

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