High-dimensional autocovariance matrices and optimal linear prediction
| Year of publication: |
2014-07-28
|
|---|---|
| Authors: | Politis, Dimitris |
| Institutions: | Department of Economics, University of California-San Diego (UCSD) |
| Subject: | Physical Sciences and Mathematics |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Department of Economics, UCSD |
| Source: |
Persistent link: https://www.econbiz.de/10010817538