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Covariance estimation for multivariate conditionally Gaussian dynamic linear models
Triantafyllopoulos, K. - In: Journal of forecasting 26 (2007) 8, pp. 551-569
Persistent link: https://www.econbiz.de/10003608120
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A time-simultaneous prediction box for a multivariate time series
Kolsrud, Dag - In: Journal of forecasting 34 (2015) 8, pp. 675-693
Persistent link: https://www.econbiz.de/10011397661
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Forecasting multivariate time series with the Theta method
Thomakos, Dimitrios D.; Nikolopoulos, Konstantinos - In: Journal of forecasting 34 (2015) 3, pp. 220-229
Persistent link: https://www.econbiz.de/10011305253
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Model uncertainty and forecast combination in high-dimensional multivariate volatility prediction
Amendola, Alessandra; Storti, Giuseppe - In: Journal of forecasting 34 (2015) 2, pp. 83-91
Persistent link: https://www.econbiz.de/10011305317
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A robust test for threshold-type nonlinearity in multivariate time series analysis
Chan, Wai-Sum; Cheung, Siu-hung; Chow, Wai Kit; Zhang, … - In: Journal of forecasting 34 (2015) 6, pp. 441-454
Persistent link: https://www.econbiz.de/10011342703
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Forecasting UK industrial production with multivariate singular spectrum analysis
Hassani, Hossein; Heravi, Saeed M.; Žigljavskij, … - In: Journal of forecasting 32 (2013) 5, pp. 395-408
Persistent link: https://www.econbiz.de/10009788817
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Multivariate GARCH models with correlation clustering
So, Mike K. P.; Yip, Iris W. H. - In: Journal of forecasting 31 (2012) 5, pp. 443-468
Persistent link: https://www.econbiz.de/10009582107
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A dynamic principal components analysis based on multivariate matrix normal dynamic linear models
Salvador, Manuel; Gallizo, Jose Luis; Gargallo, Pilar - In: Journal of forecasting 22 (2003) 6/7, pp. 457-478
Persistent link: https://www.econbiz.de/10001836455
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The use of canonical correlation analysis to identify the order of multivariate ARMA models : simulation and application
Toscano, Ela Mercedes M.; Reisen, Valdério Anselmo - In: Journal of forecasting 19 (2000) 5, pp. 441-456
Persistent link: https://www.econbiz.de/10001515090
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On the modelling and forecasting of multivariate realized volatility : generalized heterogeneous autoregressive (GHAR) model
Čech, František; Baruník, Jozef - In: Journal of forecasting 36 (2017) 2, pp. 181-206
Persistent link: https://www.econbiz.de/10011729136