Covariance estimation for multivariate conditionally Gaussian dynamic linear models
K. Triantafyllopoulos
| Year of publication: |
2007
|
|---|---|
| Authors: | Triantafyllopoulos, K. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 26.2007, 8, p. 551-569
|
| Subject: | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003608120