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]

@article{YoshidaH24,
  title = {Fast same-step forecast in SUTSE model and its theoretical properties},
  author = {Wataru Yoshida and Kei Hirose},
  year = {2024},
  month = {February},
  doi = {10.1016/j.csda.2023.107861},
  url = {https://doi.org/10.1016/j.csda.2023.107861},
  researchr = {https://researchr.org/publication/YoshidaH24},
  cites = {0},
  citedby = {0},
  journal = {Computational Statistics & Data Analysis},
  volume = {190},
  pages = {107861},
}