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On robust forecasting in dynamic vector time series models - MaRDI portal

On robust forecasting in dynamic vector time series models (Q951052)

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scientific article; zbMATH DE number 5358756
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English
On robust forecasting in dynamic vector time series models
scientific article; zbMATH DE number 5358756

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    On robust forecasting in dynamic vector time series models (English)
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    29 October 2008
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    multivariate time series
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    exogenous variables
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    prediction
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    robust estimators
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    additive outliers
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