Linear transformations of vector ARMA processes

DOI10.1016/0304-4076(84)90023-XzbMath0555.62072MaRDI QIDQ760742

Helmut Lütkepohl

Publication date: 1984

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

comparison of predictors; conditions for stationarity; linear transformations of vector ARMA procsses

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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