FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3105267295> ?p ?o ?g. }

• W3105267295 endingPage "569" @default.
• W3105267295 startingPage "551" @default.
• W3105267295 abstract "In multivariate time series, estimation of the covariance matrix of observation innovations plays an important role in forecasting as it enables computation of standardized forecast error vectors as well as the computation of confidence bounds of forecasts. We develop an online, non-iterative Bayesian algorithm for estimation and forecasting. It is empirically found that, for a range of simulated time series, the proposed covariance estimator has good performance converging to the true values of the unknown observation covariance matrix. Over a simulated time series, the new method approximates the correct estimates, produced by a non-sequential Monte Carlo simulation procedure, which is used here as the gold standard. The special, but important, vector autoregressive (VAR) and time-varying VAR models are illustrated by considering London metal exchange data consisting of spot prices of aluminium, copper, lead and zinc. Copyright © 2007 John Wiley & Sons, Ltd." @default.
• W3105267295 created "2020-11-23" @default.
• W3105267295 creator A5072944307 @default.
• W3105267295 date "2007-01-01" @default.
• W3105267295 modified "2023-10-14" @default.
• W3105267295 title "Covariance estimation for multivariate conditionally Gaussian dynamic linear models" @default.
• W3105267295 cites W1483307070 @default.
• W3105267295 cites W1514443597 @default.
• W3105267295 cites W1898159317 @default.
• W3105267295 cites W1970078478 @default.
• W3105267295 cites W1970337334 @default.
• W3105267295 cites W1985037657 @default.
• W3105267295 cites W1990058684 @default.
• W3105267295 cites W1990139510 @default.
• W3105267295 cites W1998650759 @default.
• W3105267295 cites W2008766287 @default.
• W3105267295 cites W2015167966 @default.
• W3105267295 cites W2029202224 @default.
• W3105267295 cites W2031035075 @default.
• W3105267295 cites W2035991826 @default.
• W3105267295 cites W2044861028 @default.
• W3105267295 cites W2046035021 @default.
• W3105267295 cites W2056436141 @default.
• W3105267295 cites W2066895625 @default.
• W3105267295 cites W2074744299 @default.
• W3105267295 cites W2075708699 @default.
• W3105267295 cites W2111823044 @default.
• W3105267295 cites W2121448470 @default.
• W3105267295 cites W2125713047 @default.
• W3105267295 cites W2147661814 @default.
• W3105267295 cites W2153155589 @default.
• W3105267295 cites W2183337476 @default.
• W3105267295 cites W2339569766 @default.
• W3105267295 cites W3122664544 @default.
• W3105267295 cites W3123816716 @default.
• W3105267295 cites W4210616753 @default.
• W3105267295 cites W4230206799 @default.
• W3105267295 cites W4242314979 @default.
• W3105267295 cites W4301009075 @default.
• W3105267295 doi "https://doi.org/10.1002/for.1039" @default.
• W3105267295 hasPublicationYear "2007" @default.
• W3105267295 type Work @default.
• W3105267295 sameAs 3105267295 @default.
• W3105267295 citedByCount "11" @default.
• W3105267295 countsByYear W31052672952012 @default.
• W3105267295 countsByYear W31052672952018 @default.
• W3105267295 countsByYear W31052672952019 @default.
• W3105267295 countsByYear W31052672952020 @default.
• W3105267295 countsByYear W31052672952021 @default.
• W3105267295 countsByYear W31052672952023 @default.
• W3105267295 crossrefType "journal-article" @default.
• W3105267295 hasAuthorship W3105267295A5072944307 @default.
• W3105267295 hasBestOaLocation W31052672952 @default.
• W3105267295 hasConcept C105795698 @default.
• W3105267295 hasConcept C11413529 @default.
• W3105267295 hasConcept C143724316 @default.
• W3105267295 hasConcept C149782125 @default.
• W3105267295 hasConcept C151730666 @default.
• W3105267295 hasConcept C159877910 @default.
• W3105267295 hasConcept C161584116 @default.
• W3105267295 hasConcept C177384507 @default.
• W3105267295 hasConcept C178650346 @default.
• W3105267295 hasConcept C180877172 @default.
• W3105267295 hasConcept C185142706 @default.
• W3105267295 hasConcept C185429906 @default.
• W3105267295 hasConcept C19499675 @default.
• W3105267295 hasConcept C28826006 @default.
• W3105267295 hasConcept C33923547 @default.
• W3105267295 hasConcept C41008148 @default.
• W3105267295 hasConcept C45374587 @default.
• W3105267295 hasConcept C86803240 @default.
• W3105267295 hasConceptScore W3105267295C105795698 @default.
• W3105267295 hasConceptScore W3105267295C11413529 @default.
• W3105267295 hasConceptScore W3105267295C143724316 @default.
• W3105267295 hasConceptScore W3105267295C149782125 @default.
• W3105267295 hasConceptScore W3105267295C151730666 @default.
• W3105267295 hasConceptScore W3105267295C159877910 @default.
• W3105267295 hasConceptScore W3105267295C161584116 @default.
• W3105267295 hasConceptScore W3105267295C177384507 @default.
• W3105267295 hasConceptScore W3105267295C178650346 @default.
• W3105267295 hasConceptScore W3105267295C180877172 @default.
• W3105267295 hasConceptScore W3105267295C185142706 @default.
• W3105267295 hasConceptScore W3105267295C185429906 @default.
• W3105267295 hasConceptScore W3105267295C19499675 @default.
• W3105267295 hasConceptScore W3105267295C28826006 @default.
• W3105267295 hasConceptScore W3105267295C33923547 @default.
• W3105267295 hasConceptScore W3105267295C41008148 @default.
• W3105267295 hasConceptScore W3105267295C45374587 @default.
• W3105267295 hasConceptScore W3105267295C86803240 @default.
• W3105267295 hasIssue "8" @default.
• W3105267295 hasLocation W31052672951 @default.
• W3105267295 hasLocation W31052672952 @default.
• W3105267295 hasLocation W31052672953 @default.
• W3105267295 hasOpenAccess W3105267295 @default.
• W3105267295 hasPrimaryLocation W31052672951 @default.
• W3105267295 hasRelatedWork W1530566801 @default.
• W3105267295 hasRelatedWork W1976318097 @default.
• W3105267295 hasRelatedWork W2002057006 @default.

• next