A local vector autoregressive framework and its applications to multivariate time series monitoring and forecasting (Q896587)
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scientific article; zbMATH DE number 6518708
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| English | A local vector autoregressive framework and its applications to multivariate time series monitoring and forecasting |
scientific article; zbMATH DE number 6518708 |
Statements
A local vector autoregressive framework and its applications to multivariate time series monitoring and forecasting (English)
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10 December 2015
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adaptive estimation
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multivariate time series
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non-stationarity
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yield curve
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0.7632140517234802
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0.752505362033844
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0.7490196228027344
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0.7463762164115906
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