Publication:4660423
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zbMath1059.62097MaRDI QIDQ4660423
A. Alexandre Trindade, Rainer Dahlhaus, Peter J. Brockwell
Publication date: 21 March 2005
linear predictionmultivariate autoregressionmultistep predictionrecursive autoregressionVAR processes
Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)
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