Adaptive estimation in multiple time series with independent component errors (Q2968462)
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scientific article; zbMATH DE number 6695514
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| default for all languages | No label defined |
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| English | Adaptive estimation in multiple time series with independent component errors |
scientific article; zbMATH DE number 6695514 |
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Adaptive Estimation in Multiple Time Series With Independent Component Errors (English)
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16 March 2017
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multiple time series
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independent component analysis
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efficient semiparametric estimation
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adaptive estimation
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stationary processes
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forecast error
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0.8391425609588623
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0.8114844560623169
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0.8071679472923279
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0.7907052636146545
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0.7899428606033325
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