A multiplicative seasonal growth model for multivariate time series analysis and forecasting
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Publication:4266845
DOI10.1080/03610919908813550zbMath1007.62525MaRDI QIDQ4266845
Regina Sadownik, Emanuel Pimentel Barbosa
Publication date: 30 March 2003
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919908813550
nonlinear models; vector time series; electricity demand; shared components; approximate Bayesian estimation
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62L12: Sequential estimation
Cites Work