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scientific article; zbMATH DE number 2148870
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scientific article; zbMATH DE number 2148870

    Statements

    author
    Rainer Dahlhaus
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    A. Alexandre Trindade
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    Peter J. Brockwell
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    publication date
    21 March 2005
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    Mathematics Subject Classification ID
    62M20
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    62M10
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    62H12
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    65C60
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    65C05
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    zbMATH DE Number
    2148870
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    zbMATH Keywords
    linear prediction
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    multistep prediction
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    multivariate autoregression
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    recursive autoregression
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    VAR processes
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