A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (Q5080149): Difference between revisions

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Revision as of 21:50, 19 March 2024

scientific article; zbMATH DE number 7534047
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English
A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models
scientific article; zbMATH DE number 7534047

    Statements

    A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (English)
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    31 May 2022
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    estimation algorithms
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    forecasting
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    VARMA models
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