The forecasting performance of Cartesian ARIMA search and a vector‐valued state space model (Q4503185): Difference between revisions
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| Property / author | |||
| Property / author: Ralf Oestermark / rank | |||
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| Property / author: Ralf Oestermark / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1108/03684920010308862 / rank | |||
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| Property / OpenAlex ID: W2037659946 / rank | |||
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| Property / cites work: Fuzzy linear constraints in the capital asset pricing model / rank | |||
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Latest revision as of 13:45, 30 May 2024
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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