Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q127482 |
||
| Property / author | |||
| Property / author: Peter J. Bickel / rank | |||
Revision as of 16:57, 7 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series |
scientific article |
Statements
Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (English)
0 references
21 December 2011
0 references
autocovariance and covariance matrices
0 references
cross-validation
0 references
model selection
0 references
