Effect of tapering on accuracy of forecasts made with stable estimators of vector autoregressive processes Article

Zhou, YY, Roy, A. (2006). Effect of tapering on accuracy of forecasts made with stable estimators of vector autoregressive processes . INTERNATIONAL JOURNAL OF FORECASTING, 22(1), 10.1016/j.ijforecast.2005.06.005



cited authors

  • Zhou, YY; Roy, A

publication date

  • 2006

published in

author keyword

category

Digital Object Identifier (DOI)

volume

  • 22

issue

  • 1

research area