Modeling Multivariate Nonstationary Covariance Time Series

BOOK-CHAPTER

Year: 1996 Lecture notes in statistics Pages: 161-179 Publisher: Springer Nature

DOI: 10.1007/978-1-4612-0761-0_12

Keywords:

Multivariate statistics Covariance Series (stratigraphy) Econometrics Time series Mathematics Statistics Computer science Geology

Metrics

Cited By

0.00

FWCI (Field Weighted Citation Impact)

Refs

0.02

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Forecasting Techniques and Applications

Social Sciences → Decision Sciences → Management Science and Operations Research

Time Series Analysis and Forecasting

Physical Sciences → Computer Science → Signal Processing

Stock Market Forecasting Methods

Social Sciences → Decision Sciences → Management Science and Operations Research