Multivariate singular spectrum analysis for forecasting revisions to real-time data.

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Patterson, K., Hassani, H., Heravi , S. and Zhigljavsky, A., 2011. Multivariate singular spectrum analysis for forecasting revisions to real-time data. Journal of Applied Statistics, 38 (10), pp. 2183-2211.

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DOI: 10.1080/02664763.2010.545371


Item Type:Article
ISSN:0266-4763
Subjects:Social Sciences > Economics
Science > Mathematics
Group:Business School
ID Code:19778
Deposited By:Dr Hossein Hassani
Deposited On:03 Apr 2012 16:10
Last Modified:07 Mar 2013 15:54
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