Simulation Study on Variance of Forecast Error for Vector Arima Models (Q3489235): Difference between revisions

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+Finite sample properties of estimators for autoregressive moving average models
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+Asymptotic prediction mean squared error for vector autoregressive models
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+On the error of prediction of a time series
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+The prediction error of stationary Gaussian time series of unknown covariance
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+Likelihood Function of Stationary Multiple Autoregressive Moving Average Models
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+Q3951448
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+Parsimony and Its Importance in Time Series Forecasting
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+Gains in efficiency from joint estimation of systems of autoregressive- moving average processes
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+On the Generation of Normal Random Vectors
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+Modeling Multiple Times Series with Applications
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+Bias of some commonly-used time series estimates
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+Predictions of multivariate autoregressive-moving average models
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