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Modeling compositional time series with vector autoregressive models
Kynčlová, Petra; Filzmoser, Peter; Hron, Karel - In: Journal of forecasting 34 (2015) 4, pp. 303-314
Persistent link: https://www.econbiz.de/10011305170
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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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Dynamic latent class model averaging for online prediction
Yang, Hongxia; Hosking, Jonathan R. M.; Amemiya, Yasuo - In: Journal of forecasting 34 (2015) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011305378
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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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Long-run forecasting in multicointegrated systems
Siliverstovs, Boriss; Engsted, Tom; Haldrup, Niels - In: Journal of forecasting 23 (2004) 5, pp. 315-335
Persistent link: https://www.econbiz.de/10002194794