The vector innovations structural time series framework: A simple approach to multivariate forecasting

Ashton James de Silva, Robin Hyndman, Ralph Snyder

Research output: Contribution to journalArticleResearchpeer-review

11 Citations (Scopus)
Original languageEnglish
Pages (from-to)353 - 374
Number of pages22
JournalStatistical Modelling
Volume10
Issue number4
DOIs
Publication statusPublished - 2010

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