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Journal of forecasting
Monatsberichte / WIFO, Österreichisches Institut für Wirtschaftsforschung
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Analysis of many short time sequences : forecast improvements achieved by shrinkage
Ledolter, Johannes
- In:
Journal of forecasting
12
(
1993
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10001136559
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Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning
;
Tsay, Ruey S.
;
Ledolter, Johannes
; …
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
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