On robust forecasting in dynamic vector time series models
type: Item
instance of: scholarly article
title: On robust forecasting in dynamic vector time series models
zbMATH Open document ID: 1146.62068
author: Christian Gagné
author: P. Duchesne
published in: Journal of Statistical Planning and Inference
publication date: 2008-10-29T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 5358756
zbMATH Keywords: multivariate time series
zbMATH Keywords: exogenous variables
zbMATH Keywords: prediction
zbMATH Keywords: robust estimators
zbMATH Keywords: additive outliers
MaRDI profile type: Publication
full work available at URL: j.jspi.2008.02.015
OpenAlex ID: W2092366977
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DOI: 10.1016/J.JSPI.2008.02.015
description: scientific article; zbMATH DE number 5358756