The forecasting performance of Cartesian ARIMA search and a vector‐valued state space model (Q4503185): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1108/03684920010308862 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2037659946 / rank | |||
Normal rank |
Revision as of 22:12, 19 March 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