The vector innovations structural time series framework

DOI10.1177/1471082X0901000401WikidataQ58297421 ScholiaQ58297421MaRDI QIDQ4970589

Rob Hyndman, Ashton de Silva, Ralph D. Snyder

Publication date: 7 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

zbMATH Keywords

exponential smoothingstate space modelmultivariate time seriesvector autoregressionforecast comparisonvector innovations structural time series model

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

A new taxonomy for vector exponential smoothing and its application to seasonal time series

Uses Software

• expsmooth

Cites Work

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