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Semi-automated simultaneous predictor selection for regression-SARIMA models

Crossref DOI link: https://doi.org/10.1007/s11222-020-09970-6

Published Online: 2020-09-04

Published Print: 2020-11

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Lowther, Aaron P.

Fearnhead, Paul

Nunes, Matthew A. https://orcid.org/0000-0002-4719-2690
Jensen, Kjeld
Funding

Funding for this research was provided by:

University of Bath
License Information

Text and Data Mining valid from 2020-09-04

Version of Record valid from 2020-09-04
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Article History

Received: 17 October 2019

Accepted: 27 August 2020

First Online: 4 September 2020