A Durbin-Levinson Regularized Estimator of High Dimensional Autocovariance Matrices
Year of publication: |
2017
|
---|---|
Authors: | Proietti, Tommaso |
Other Persons: | Giovannelli, Alessandro (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Series: | CEIS Working Paper ; No. 410 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 17, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3003884 [DOI] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; c55 |
Source: | ECONIS - Online Catalogue of the ZBW |
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