Forecasting aggregated moving average processes with an application to the euro area real interest rate (Q4687250)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6951780
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Forecasting aggregated moving average processes with an application to the euro area real interest rate |
scientific article; zbMATH DE number 6951780 |
Statements
Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate (English)
0 references
11 October 2018
0 references
aggregation
0 references
ARMA processes
0 references
real interest rate
0 references
vector moving average
0 references
0.7960891723632812
0 references
0.7628355026245117
0 references
0.7472274899482727
0 references
0.7321010231971741
0 references
