Predictions of multivariate autoregressive-moving average models
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Publication:3918960
DOI10.1093/biomet/68.2.485zbMath0466.62089OpenAlexW2011264515MaRDI QIDQ3918960
Publication date: 1981
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/68.2.485
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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