van Erven, T. and Cugliari, J. (2014) Game-theorically Optimal Reconciliation of Contemporaneous Hierarchical Time Series Forecasts, in Modeling and Stochastic Learning for Forecasting in High Dimension (ed. Antoniadis, Brossat & Poggi)
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},
}