Forecasting simultaneously high-dimensional time series: A robust model-based clustering approach
10.1002/for.2264
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| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
2016
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| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/128735 |
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| Institution: | National University of Singapore |