Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination (Q5862514)
From MaRDI portal
scientific article; zbMATH DE number 7486326
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination |
scientific article; zbMATH DE number 7486326 |
Statements
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination (English)
0 references
9 March 2022
0 references
DCP
0 references
forecast combination puzzle
0 references
high-dimensional conditional precision matrix
0 references
ISEE
0 references
0 references
0 references
0 references
0 references
