2008
DOI: 10.1016/j.jspi.2008.02.015
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On robust forecasting in dynamic vector time series models

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Cited by 4 publications
(1 citation statement)
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“…Gagné et al presented a robust estimation and prediction in multivariate autoregressive models with exogenous variables, and tested several scenarios based on the finite sample properties of the robust prediction intervals in simulation [7]. Zhang proposed an approach to learn from rich user specific information and to satisfy complex user criteria under the graphical modeling framework, and the experimental results that demonstrated this approach was helpful to better understand the complex domain [8].…”
Section: Related Workmentioning
confidence: 99%
“…Gagné et al presented a robust estimation and prediction in multivariate autoregressive models with exogenous variables, and tested several scenarios based on the finite sample properties of the robust prediction intervals in simulation [7]. Zhang proposed an approach to learn from rich user specific information and to satisfy complex user criteria under the graphical modeling framework, and the experimental results that demonstrated this approach was helpful to better understand the complex domain [8].…”
Section: Related Workmentioning
confidence: 99%