Effect of tapering on accuracy of forecasts made with stable estimators of vector autoregressive processes
| Year of publication: |
2006
|
|---|---|
| Authors: | Zhou, Yanyan ; Roy, Anindya |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 22.2006, 1, p. 169-180
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