White Noise and Its Misapplications: Impacts on Time Series Model Adequacy and Forecasting
This paper contributes significantly to time series analysis by discussing the empirical properties of white noise and their implications for model selection. This paper illustrates the ways in which the standard assumptions about white noise typically fail in practice, with a special emphasis on st...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-02-01
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| Series: | Forecasting |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-9394/7/1/8 |
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