The forecasting performance of Cartesian ARIMA search and a vector‐valued state space model (Q4503185): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Fuzzy linear constraints in the capital asset pricing model / rank | |||
Normal rank |
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)
0 references
2000
0 references
Aoki's state space algorithm
0 references
Cartesian ARIMA search algorithm
0 references
stock prices
0 references