Search Results - subject:"Multivariate Time Series"

Marvin, Dario; Nespoli, Lorenzo; Strepparava, Davide; … - In: International journal of forecasting 38 (2022) 3, pp. 970-987

Persistent link: https://www.econbiz.de/10013349626

Zhang, Qun; Sornette, Didier; Han, Liyan - In: Quantitative finance 22 (2022) 2, pp. 367-384

Persistent link: https://www.econbiz.de/10013167760

Cheng, Hong; Wang, Yunqing; Wang, Yihong; Yang, Tinggan - In: Computational economics 59 (2022) 2, pp. 719-748

Persistent link: https://www.econbiz.de/10013169042

Wang, Guochang; Zhu, Ke; Shao, Xiaofeng - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 980-994

Persistent link: https://www.econbiz.de/10013539404

Moudiki, Thierry; Planchet, Frédéric; Cousin, Areski - In: Risks 6 (2018) 1, pp. 1-20

apply an RVFL model to multivariate time series, under two separate regularization constraints on the regression parameters. …

Persistent link: https://www.econbiz.de/10011996579

Moudiki, Thierry; Planchet, Frédéric; Cousin, Areski - In: Risks : open access journal 6 (2018) 1, pp. 1-20

apply an RVFL model to multivariate time series, under two separate regularization constraints on the regression parameters. …

Persistent link: https://www.econbiz.de/10011811615

Talagala, Priyanga Dilini; Hyndman, Rob J.; … - 2018

Persistent link: https://www.econbiz.de/10012583311

Camehl, Annika - 2018

Persistent link: https://www.econbiz.de/10012154338

Chen, Rong; Xiao, Han; Yang, Dan - In: Journal of econometrics 222 (2021) 1,2, pp. 539-560

Persistent link: https://www.econbiz.de/10012619734

Sommer, Benedikt; Pinson, Pierre; Messner, Jakob W.; … - In: International journal of forecasting 37 (2021) 1, pp. 205-223

Persistent link: https://www.econbiz.de/10012692694

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