Estimation and forecasting in vector autoregressive moving average models for rich datasets (Q1680191)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Estimation and forecasting in vector autoregressive moving average models for rich datasets
scientific article

    Statements

    Estimation and forecasting in vector autoregressive moving average models for rich datasets (English)
    0 references
    0 references
    0 references
    23 November 2017
    0 references
    VARMA
    0 references
    weak VARMA
    0 references
    iterative ordinary least squares (IOLS) estimator
    0 references
    asymptotic contraction mapping
    0 references
    forecasting
    0 references
    rich and large datasets
    0 references
    vector autoregressive moving average
    0 references
    linear regression
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references