Likelihood-based inference in temporal hierarchies
Year of publication: |
2024
|
---|---|
Authors: | Møller, Jan Kloppenborg ; Nystrup, Peter ; Madsen, Henrik |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 2, p. 515-531
|
Subject: | Dimensionality reduction | Forecast reconciliation | Hypothesis testing | Load forecasting | Maximum likelihood estimation | Statistical modelling | Variance–covariance shrinkage | Prognoseverfahren | Forecasting model | Maximum-Likelihood-Schätzung | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
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