Predicting a Multitude of Time Series

DOI10.2307/2287504zbMath0466.62088OpenAlexW4252398045MaRDI QIDQ3918959

Ronald A. Thisted, William E. Wecker

Publication date: 1981

Full work available at URL: https://doi.org/10.2307/2287504

zbMATH Keywords

predictionshrinkage estimatorsdemand estimationmultiple time seriesStein estimators

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Ridge regression; shrinkage estimators (Lasso) (62J07) Monte Carlo methods (65C05)

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