Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series (Q3107199)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series |
scientific article |
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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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