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
12
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