Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors
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Publication:6139261
DOI10.1515/strm-2022-0012arXiv2203.02249OpenAlexW4388043567MaRDI QIDQ6139261
Andrzej Puć, Joanna Janczura, Agnieszka Wyłomańska, Łukasz Bielak
Publication date: 18 January 2024
Published in: Statistics \& Risk Modeling (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.02249
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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