Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199): Difference between revisions
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Revision as of 16:57, 7 February 2024
scientific article
Language | Label | Description | Also known as |
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English | Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series |
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Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (English)
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21 December 2011
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autocovariance and covariance matrices
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cross-validation
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model selection
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