"Multi-step estimators and shrinkage effect in time series models."

Ivan Svetunkov, Nikolaos Kourentzes, Rebecca Killick (2024)

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DOI: 10.1007/S00180-023-01377-X

access: open

type: Journal Article

metadata version: 2024-06-08

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Ivan Svetunkov, Nikolaos Kourentzes, Rebecca Killick:
Multi-step estimators and shrinkage effect in time series models. Comput. Stat. 39(3): 1203-1239 (2024)

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