Robust exponential smoothing of multivariate time series
From MaRDI portal
Publication:2445753
DOI10.1016/j.csda.2009.05.003zbMath1284.62547MaRDI QIDQ2445753
Christophe Croux, Sarah Gelper, Koen Mahieu
Publication date: 14 April 2014
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2009.05.003
62H99: Multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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Cites Work
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