Multi-step estimators and shrinkage effect in time series models
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Publication:6567443
DOI10.1007/S00180-023-01377-XMaRDI QIDQ6567443FDOQ6567443
Authors: Ivan Svetunkov, Nikolaos Kourentzes, Rebecca Killick 
Publication date: 5 July 2024
Published in: Computational Statistics (Search for Journal in Brave)
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- When are Direct Multi‐step and Iterative Forecasts Identical?
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