مرکز منطقه ای اطلاع رساني علوم و فناوري - Effect of tapering on accuracy of forecasts made with stable estimators of vector autoregressive processes

Title of article :

Effect of tapering on accuracy of forecasts made with stable estimators of vector autoregressive processes

Author/Authors :

YanYan Zhou، نويسنده , , Anindya Roy، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

169

To page :

180

Keywords :

Lyapunov equation , Tapered data , Vector autoregressive process , Stationary time series , Yule–Walker estimator

Journal title :

International Journal of Forecasting

Serial Year :

2006

Journal title :

International Journal of Forecasting

Record number :

179204

Link To Document :