Scalar mean square error optimal linear combination of multivariate forecasts
| Year of publication: |
2002
|
|---|---|
| Authors: | Troschke, Sven-Oliver |
| Publisher: |
Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |
| Subject: | Prognoseverfahren | Multivariate Analyse | Theorie |
| Series: | Technical Report ; 2002,03 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 756601568 [GVK] hdl:10419/77276 [Handle] RePEc:zbw:sfb475:200203 [RePEc] |
| Source: |
Persistent link: https://www.econbiz.de/10010316619