ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION (Q4443972)
From MaRDI portal
scientific article; zbMATH DE number 2028677
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION |
scientific article; zbMATH DE number 2028677 |
Statements
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION (English)
0 references
22 March 2004
0 references
vector autoregression
0 references
vector moving average
0 references
0 references
