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 journal › Article › Research › peer-review

18 Citations (Scopus)

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title = "The vector innovations structural time series framework: A simple approach to multivariate forecasting",

author = "\{de Silva\}, \{Ashton James\} and Robin Hyndman and Ralph Snyder",

year = "2010",

doi = "10.1177/1471082X0901000401",

language = "English",

volume = "10",

pages = "353 -- 374",

journal = "Statistical Modelling",

issn = "1471-082X",

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T1 - The vector innovations structural time series framework: A simple approach to multivariate forecasting

AU - de Silva, Ashton James

AU - Hyndman, Robin

AU - Snyder, Ralph

PY - 2010

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U2 - 10.1177/1471082X0901000401

DO - 10.1177/1471082X0901000401

M3 - Article

SN - 1471-082X

VL - 10

SP - 353

EP - 374

JO - Statistical Modelling

JF - Statistical Modelling

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