Prediction in locally stationary time series
Holger Dette and Weichi Wu
| Year of publication: |
2022
|
|---|---|
| Authors: | Dette, Holger ; Wu, Weichi |
| Subject: | High-dimensional autocovariance | Local linear regression | Locally stationary time series | Matrices | Prediction | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Regressionsanalyse | Regression analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1819296 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804122