Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191)
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scientific article; zbMATH DE number 6811564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and forecasting in vector autoregressive moving average models for rich datasets |
scientific article; zbMATH DE number 6811564 |
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Estimation and forecasting in vector autoregressive moving average models for rich datasets (English)
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23 November 2017
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VARMA
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weak VARMA
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iterative ordinary least squares (IOLS) estimator
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asymptotic contraction mapping
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forecasting
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rich and large datasets
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vector autoregressive moving average
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linear regression
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0.90277106
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0.90273345
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0.9014888
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0.8986089
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