An autocovariance-based learning framework for high-dimensional functional time series (2023)
Attributed to:
Statistical Network Analysis: Model Selection, Differential Privacy, and Dynamic Structures
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2023.01.007
Publication URI: http://dx.doi.org/10.1016/j.jeconom.2023.01.007
Type: Journal Article/Review
Parent Publication: Journal of Econometrics