Robust forecasting of multiple time series with one-sided dynamic principal components (Q6606406)
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scientific article; zbMATH DE number 7914301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust forecasting of multiple time series with one-sided dynamic principal components |
scientific article; zbMATH DE number 7914301 |
Statements
Robust forecasting of multiple time series with one-sided dynamic principal components (English)
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16 September 2024
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outliers
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dimensionality reduction
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S-estimators
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dynamic factor models
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