Robust forecasting of multiple time series with one-sided dynamic principal components
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Publication:6606406
DOI10.1007/978-3-031-22687-8_11MaRDI QIDQ6606406
Publication date: 16 September 2024
Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Multivariate analysis (62Hxx)
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