Effect of tapering on accuracy of forecasts made with stable estimators of vector autoregressive processes
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- Proietti, Tommaso, 2011.
"Direct and iterated multistep AR methods for difference stationary processes,"
International Journal of Forecasting,
Elsevier, vol. 27(2), pages 266-280.
- Proietti, Tommaso, 2011. "Direct and iterated multistep AR methods for difference stationary processes," International Journal of Forecasting, Elsevier, vol. 27(2), pages 266-280, April.
- Proietti, Tommaso, 2008. "Direct and iterated multistep AR methods for difference stationary processes," MPRA Paper 10859, University Library of Munich, Germany.
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