Missing data and forecasting in multivariate time series: An application of the common components dynamic linear model (Q3598281)
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scientific article; zbMATH DE number 5501083
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| English | Missing data and forecasting in multivariate time series: An application of the common components dynamic linear model |
scientific article; zbMATH DE number 5501083 |
Statements
Missing data and forecasting in multivariate time series: An application of the common components dynamic linear model (English)
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3 February 2009
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multivariate time series
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missing data
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dynamic linear models
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Kalman filter
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conditional estimates
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0.7371733784675598
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0.7129160165786743
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0.7078492045402527
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