van Erven T, Cugliari J (2014). “Modeling and Stochastic Learning for Forecasting in High Dimension.” In Antoniadis A, Brossat X, Poggi J (eds.), chapter Game-theorically Optimal Reconciliation of Contemporaneous Hierarchical Time Series Forecasts. LNS-Springer, Paris.

Corresponding BibTeX entry:

  @InBook{,
    title = {Modeling and Stochastic Learning for Forecasting in High
      Dimension},
    editor = {Anestis Antoniadis and Xavier Brossat and Jean-Michel
      Poggi},
    chapter = {Game-theorically Optimal Reconciliation of
      Contemporaneous Hierarchical Time Series Forecasts},
    author = {Tim {van Erven} and Jairo Cugliari},
    publisher = {LNS-Springer},
    address = {Paris},
    year = {2014},
  }