The vector innovations structural time series framework (Q4970589)
From MaRDI portal
scientific article; zbMATH DE number 7256829
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The vector innovations structural time series framework |
scientific article; zbMATH DE number 7256829 |
Statements
The vector innovations structural time series framework (English)
0 references
7 October 2020
0 references
exponential smoothing
0 references
forecast comparison
0 references
multivariate time series
0 references
state space model
0 references
vector autoregression
0 references
vector innovations structural time series model
0 references
