The vector innovations structural time series framework (Q4970589)
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scientific article; zbMATH DE number 7256829
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The vector innovations structural time series framework |
scientific article; zbMATH DE number 7256829 |
Statements
The vector innovations structural time series framework (English)
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7 October 2020
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exponential smoothing
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forecast comparison
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multivariate time series
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state space model
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vector autoregression
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vector innovations structural time series model
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