The forecasting performance of Cartesian ARIMA search and a vector‐valued state space model (Q4503185): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 08:55, 7 February 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