Banded regularization of autocovariance matrices in application to parameter estimation and forecasting of time series (Q3107199)
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scientific article; zbMATH DE number 5991289
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| English | Banded regularization of autocovariance matrices in application to parameter estimation and forecasting of time series |
scientific article; zbMATH DE number 5991289 |
Statements
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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0.7946793437004089
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0.7907599806785583
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0.7760319113731384
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0.7613701820373535
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0.74290531873703
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