Skip to content
RDP 2008-02: Combining Multivariate Density Forecasts Using Predictive Criteria
Equation (5)
[
ν
t
ζ
t
]
∼
Ν
(
0
,
[
Q
0
0
R
]
)
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaamWaaeaafa qabeGabaaabaGaeqyVd42aaSbaaSqaaiaadshaaeqaaaGcbaGaeqOT dO3aaSbaaSqaaiaadshaaeqaaaaaaOGaay5waiaaw2faaGGaaiab=X Ji+HGaciab+15aonaabmaabaGaaGimaiaacYcadaWadaqaauaabeqa ciaaaeaacaWGrbaabaGaaGimaaqaaiaaicdaaeaacaWGsbaaaaGaay 5waiaaw2faaaGaayjkaiaawMcaaaaa@48C7@