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Search: subject:"Contemporaneous error correlation"
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Optimal non-negative forecast reconciliation
Wickramasuriya, Shanika L.
;
Turlach, Berwin A.
; …
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2019
Persistent link: https://www.econbiz.de/10012593926
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Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization
Wickramasuriya, Shanika L.
;
Athanasopoulos, George
; …
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2017
Persistent link: https://www.econbiz.de/10012543504
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Forecasting hierarchical and grouped time series through trace minimization
Wickramasuriya, Shanika L.
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Athanasopoulos, George
; …
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2015
Persistent link: https://www.econbiz.de/10011781270
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