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Timeline
Chapter title |
Robust Forecasting of Multiple Time Series with One-Sided Dynamic Principal Components
|
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Chapter number | 11 |
Book title |
Robust and Multivariate Statistical Methods
|
Published by |
Springer, Cham, January 2023
|
DOI | 10.1007/978-3-031-22687-8_11 |
Book ISBNs |
978-3-03-122686-1, 978-3-03-122687-8
|
Authors |
Peña, Daniel, Yohai, Víctor J. |