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Multi-step estimators and shrinkage effect in time series models - MaRDI portal

Multi-step estimators and shrinkage effect in time series models

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Publication:6567443

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DOI10.1007/s00180-023-01377-xMaRDI QIDQ6567443

Ivan Svetunkov, Rebecca Killick, Nikolaos Kourentzes

Publication date: 5 July 2024

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

time series analysis ARIMA shrinkage ETS multi-step estimators

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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