Forecasting aggregated vector ARMA processes
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Publication:2198127
DOI10.1007/978-3-642-61584-9zbMath1440.62001OpenAlexW1984715219MaRDI QIDQ2198127
Publication date: 9 September 2020
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-61584-9
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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