A Comparison of Estimation Methods for Vector Autoregressive Moving-Average Models (Q5080149)

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

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    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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