Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
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Publication:4687331
DOI10.1002/FOR.2244zbMath1397.62330OpenAlexW1927687292MaRDI QIDQ4687331
Anatoly A. Zhigljavsky, Hossein Hassani, Saeed M. Heravi
Publication date: 11 October 2018
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.2244
Inference from stochastic processes and spectral analysis (62M15) Economic time series analysis (91B84)
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