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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| English | 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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0.9369488
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0.91511256
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0.90919596
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