Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191): Difference between revisions

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Latest revision as of 19:12, 14 July 2024

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Estimation and forecasting in vector autoregressive moving average models for rich datasets
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    Estimation and forecasting in vector autoregressive moving average models for rich datasets (English)
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    23 November 2017
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    VARMA
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    weak VARMA
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    iterative ordinary least squares (IOLS) estimator
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    asymptotic contraction mapping
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    forecasting
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    rich and large datasets
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    vector autoregressive moving average
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    linear regression
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