Fast same-step forecast in SUTSE model and its theoretical properties

Wataru Yoshida, Kei Hirose. Fast same-step forecast in SUTSE model and its theoretical properties. Computational Statistics & Data Analysis, 190:107861, February 2024. [doi]

Authors

Wataru Yoshida

This author has not been identified. Look up 'Wataru Yoshida' in Google

Kei Hirose

This author has not been identified. Look up 'Kei Hirose' in Google