Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors (Q6139261)
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scientific article; zbMATH DE number 7790958
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English | Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors |
scientific article; zbMATH DE number 7790958 |
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Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors (English)
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18 January 2024
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product
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autocovariance
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vector autoregression
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bivariate distribution
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electricity market
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