An autocovariance-based learning framework for high-dimensional functional time series (2023)

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