Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals (Q4973952)
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scientific article; zbMATH DE number 7140935
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals |
scientific article; zbMATH DE number 7140935 |
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Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals (English)
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6 December 2019
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principal-components-type decomposition of multivariate time-series models
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