Abstract
| Original language | English |
|---|---|
| Pages (from-to) | 792-796 |
| Number of pages | 5 |
| Journal | Electronic Journal of Statistics |
| Volume | 9 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 2015 |
Cite this
}
Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”. / Hyndman, Robin John.
In: Electronic Journal of Statistics, Vol. 9, No. 1, 2015, p. 792-796.Research output: Contribution to journal › Article › Research › peer-review
TY - JOUR
T1 - Discussion of “High-dimensional autocovariance matrices and optimal linear prediction”
AU - Hyndman, Robin John
PY - 2015
Y1 - 2015
N2 - I propose new ACF and PACF plots based on the autocovari- ance estimators of McMurry and Politis. I also show that the forecasting methods they propose perform poorly compared to some relatively simple autoregression algorithms already available.
AB - I propose new ACF and PACF plots based on the autocovari- ance estimators of McMurry and Politis. I also show that the forecasting methods they propose perform poorly compared to some relatively simple autoregression algorithms already available.
U2 - 10.1214/14-EJS953
DO - 10.1214/14-EJS953
M3 - Article
VL - 9
SP - 792
EP - 796
JO - Electronic Journal of Statistics
JF - Electronic Journal of Statistics
SN - 1935-7524
IS - 1
ER -