The Effect of Misspecification in Vector Autoregressive Moving Average Models on Parameter Estimation and Forecasting (Q3471565): Difference between revisions
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| Property / cites work: Fitting autoregressive models for prediction / rank | |||
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| Property / cites work: Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1 / rank | |||
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| Property / cites work: Parsimony and Its Importance in Time Series Forecasting / rank | |||
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| Property / cites work: Modeling Multiple Times Series with Applications / rank | |||
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Latest revision as of 14:49, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Effect of Misspecification in Vector Autoregressive Moving Average Models on Parameter Estimation and Forecasting |
scientific article |
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The Effect of Misspecification in Vector Autoregressive Moving Average Models on Parameter Estimation and Forecasting (English)
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1989
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