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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Bibliographic Details
Main Author: Gómez Castillo, Nicolás
Other Authors: Guerrero, Víctor M.
Format: Doctoral Thesis
Language:English
Published: Universitat Autònoma de Barcelona 2007
Subjects:
33
Online Access:http://hdl.handle.net/10803/4075
http://nbn-resolving.de/urn:isbn:9788469060209