Point and probabilistic forecast reconciliation for general linearly constrained multiple time series
- Article title: Point and probabilistic forecast reconciliation for general linearly constrained multiple time series
- Authors: Daniele Girolimetto, and Tommaso Di Fonzo
- DOI: https://doi.org/10.1007/s10260-023-00738-6
- Directories AusGDP and EuroGDP contains all code for two empirical applications.
@article{GiroDiFonzo2023,
author = {Girolimetto, Daniele and {Di Fonzo}, Tommaso},
title = {Point and probabilistic forecast reconciliation for general linearly constrained multiple time series},
year = {2023},
journal = {Statistical Methods \& Applications},
number = {in press},
doi = {10.1007/s10260-023-00738-6}
}