On robust forecasting in dynamic vector time series models (Q951052)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On robust forecasting in dynamic vector time series models |
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On robust forecasting in dynamic vector time series models (English)
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29 October 2008
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multivariate time series
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exogenous variables
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prediction
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robust estimators
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additive outliers
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