Dynamic principal component regression for forecasting functional time series in a group structure (Q5117675)
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scientific article; zbMATH DE number 7239959
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic principal component regression for forecasting functional time series in a group structure |
scientific article; zbMATH DE number 7239959 |
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Dynamic principal component regression for forecasting functional time series in a group structure (English)
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26 August 2020
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forecast reconciliation
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grouped time series
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long-run covariance
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kernel sandwich estimator
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Japanese mortality database
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