The forecasting performance of Cartesian ARIMA search and a vector‐valued state space model (Q4503185)

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scientific article; zbMATH DE number 1502195
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The forecasting performance of Cartesian ARIMA search and a vector‐valued state space model
scientific article; zbMATH DE number 1502195

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    The forecasting performance of Cartesian ARIMA search and a vector‐valued state space model (English)
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    2000
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    Aoki's state space algorithm
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    Cartesian ARIMA search algorithm
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    stock prices
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