Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate (Q4687250)
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scientific article; zbMATH DE number 6951780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate |
scientific article; zbMATH DE number 6951780 |
Statements
Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate (English)
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11 October 2018
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aggregation
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ARMA processes
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real interest rate
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vector moving average
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