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Long-term forecasting of El Niño events via dynamic factor simulations - MaRDI portal

Long-term forecasting of El Niño events via dynamic factor simulations (Q2280599)

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Long-term forecasting of El Niño events via dynamic factor simulations
scientific article

    Statements

    title
    Long-term forecasting of El Niño events via dynamic factor simulations (English)
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    author
    Mengheng Li
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    Siem Jan Koopman
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    Rutger Lit
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    Desislava Petrova
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    publication date
    19 December 2019
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    zbMATH Keywords
    climate econometrics
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    dynamic models
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    Kalman filter
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    simulation smoothing
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    factor models
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    unobserved components
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    long-term forecast
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    multivariate time series
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62M20
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    62P12
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    86A08
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    zbMATH DE Number
    7145349
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    OpenAlex ID
    W2958966344
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