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

Rebecca Killick, Marina Iuliana Knight, G.P. Nason, M.A. Nunes*, I.A. Eckley

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Article numberqlae043
Pages (from-to)18-33
Number of pages16
JournalJournal of the Royal Statistical Society; Series C (Applied Statistics)
Volume74
Issue number1
Early online date23 Aug 2024
DOIs
Publication statusPublished - 1 Jan 2025

Bibliographical note

© The Royal Statistical Society 2024.

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