Likelihood-based inference in temporal hierarchies
Jan Kloppenborg Møller, Peter Nystrup, Henrik Madsen
| Year of publication: |
2024
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|---|---|
| Authors: | Møller, Jan Kloppenborg ; Nystrup, Peter ; Madsen, Henrik |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 2, p. 515-531
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| Subject: | Dimensionality reduction | Forecast reconciliation | Hypothesis testing | Load forecasting | Maximum likelihood estimation | Statistical modelling | Variance–covariance shrinkage | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.12.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014547174