Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (2016)

First Author: Dou B
Attributed to:  Modelling Vast Time Series: Sparsity and Segmentation funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2016.05.014

Publication URI: http://dx.doi.org/10.1016/j.jeconom.2016.05.014

Type: Journal Article/Review

Parent Publication: Journal of Econometrics

Issue: 2