ARIMA + GARCH + Bootstrap forecasting method applied to the airline industry

Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text

Business, Finance, Econometrics +11

Comparing Predictive Accuracy

Francis X. Diebold, Roberto S. Mariano · Journal of Business and Economic Statistics · 1995 · 4.8K citations

Public Health, Economics, Causal Inference +15

Time Series Analysis, Forecasting and Control.

M. G. Kendall, G. E. P. Box, G. M. Jenkins · Journal of the Royal Statistical Society Series A (General) · 1971 · 2.8K citations

Computing, Data Science, Econometrics +11

Combining forecasts: A review and annotated bibliography

Robert T. Clemen · International Journal of Forecasting · 1989 · 2.2K citations

Business, Economics, Meteorology +10

Forecasting Sales by Exponentially Weighted Moving Averages

Peter R. Winters · Management Science · 1960 · 2.1K citations

Management, Operations Management, Forecasting +10