Random coefficient state-space model : estimation and performance in M3-M4 competitions
Giacomo Sbrana, Andrea Silvestrini
| Year of publication: |
2022
|
|---|---|
| Authors: | Sbrana, Giacomo ; Silvestrini, Andrea |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 38.2022, 1, p. 352-366
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| Subject: | Approximate maximum likelihood | Forecast competitions | Forecasting | Kalman gain | Random coefficient state-space model | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2021.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013347811