A note on backward prediction for multivariate ARMA processes
From MaRDI portal
Publication:1678741
DOI10.1007/s40995-017-0207-zzbMath1378.62080MaRDI QIDQ1678741
Publication date: 20 November 2017
Published in: Iranian Journal of Science and Technology. Transaction A: Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40995-017-0207-z
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)