Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
Tae-Hwy Lee, Millie Yi Mao, and Aman Ullah
| Year of publication: |
2021
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|---|---|
| Authors: | Lee, Tae-hwy ; Mao, Millie Yi ; Ullah, Aman |
| Subject: | DCP | forecast combination puzzle | high-dimensional conditional precision matrix | ISEE | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Modellierung | Scientific modelling |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2021.1889208 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012624564