The forecasting performance of Cartesian ARIMA search and a vector‐valued state space model (Q4503185)
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scientific article; zbMATH DE number 1502195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The forecasting performance of Cartesian ARIMA search and a vector‐valued state space model |
scientific article; zbMATH DE number 1502195 |
Statements
The forecasting performance of Cartesian ARIMA search and a vector‐valued state space model (English)
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2000
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Aoki's state space algorithm
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Cartesian ARIMA search algorithm
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stock prices
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