An Alternative Proof of Minimum Trace Reconciliation /
Minimum trace reconciliation, developed by Wickramasuriya et. al. (2019), is an innovation in the literature of forecast reconciliation. The proof, however, is indirect and not easy to extend to more general situations. This paper provides an alternative proof based on the first-order condition in t...
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| Formato: | Revista |
| Idioma: | English |
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Washington, D.C. :
International Monetary Fund,
2022.
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| Series: | IMF Working Papers; Working Paper ;
No. 2022/136 |
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| Acceso en liña: | Full text available on IMF |