Some Advances in Restricted Forecasting Theory for Multiple Time Series
When forecasting time series variables, it is usual to use only the information provided by past observations to foresee potential future developments. However, if available, additional information should be taken into account to get the forecast. For example, let us consider a case where the Govern...
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Format: | Doctoral Thesis |
Language: | English |
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Universitat Autònoma de Barcelona
2007
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Online Access: | http://hdl.handle.net/10803/4075 http://nbn-resolving.de/urn:isbn:9788469060209 |