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"Forecasting time series using principal component analysis with respect to ..."

Pierre-Andre Cornillon, W. Imam, Eric Matzner-Løber (2008)

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DOI: 10.1016/J.CSDA.2007.06.017

access: closed

type: Journal Article

metadata version: 2023-10-31

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Pierre-Andre Cornillon, W. Imam, Eric Matzner-Løber:
Forecasting time series using principal component analysis with respect to instrumental variables. Comput. Stat. Data Anal. 52(3): 1269-1280 (2008)

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