Automatic lag selection in covariance matrix estimation

Automatic lag selection in covariance matrix estimation

ग्रंथसूची विवरण
मुख्य लेखक: Newy. Whitney K.
अन्य लेखक: West, Kenneth D.
स्वरूप: पुस्तक
भाषा:English
प्रकाशित: Madison, WI Social Systems Research Institute, University of Wisconsin-Madison 1992
श्रृंखला:Working paper / Social Systems Research Institute 9220
विषय:
Analysis of covariance.