On robust forecasting in dynamic vector time series models (Q951052)
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scientific article; zbMATH DE number 5358756
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| English | On robust forecasting in dynamic vector time series models |
scientific article; zbMATH DE number 5358756 |
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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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0.8304095268249512
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0.7725573778152466
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0.7578496336936951
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0.7568720579147339
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