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"Dynamic factors in periodic time-varying regressions with an application ..."

Virginie Dordonnat, Siem Jan Koopman, Marius Ooms (2012)

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DOI: 10.1016/J.CSDA.2011.04.002

access: closed

type: Journal Article

metadata version: 2020-02-18

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Virginie Dordonnat, Siem Jan Koopman, Marius Ooms:
Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling. Comput. Stat. Data Anal. 56(11): 3134-3152 (2012)

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