Banded regularization of autocovariance matrices in application to parameter estimation and forecasting of time series

✍ Scribed by Peter J. Bickel; Yulia R. Gel

• Book ID: 111039110
• Publisher: Blackwell Publishing
• Year: 2011
• Tongue: English
• Weight: 675 KB
• Volume: 73
• Category: Article
• ISSN: 0952-8385
• DOI: 10.1111/j.1467-9868.2011.00779.x