A local vector autoregressive framework and its applications to multivariate time series monitoring and forecasting
10.4310/SII.2013.v6.n4.a8
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
2014
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| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/104936 |
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| Institution: | National University of Singapore |