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Distance and prediction error variance constraints for ARMA model portfolios

✍ Scribed by Timothy Chenoweth; Karen Dowling; Robert Hubata; Robert St. Louis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Prediction Error Variance and Restricted

✍ Da, Y.; Grossman, M.; Misztal, I. 📂 Article 📅 1989 🏛 American Dairy Science Association 🌐 English ⚖ 508 KB

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✍ Karimi, M. 📂 Article 📅 2005 🏛 IEEE 🌐 English ⚖ 337 KB

Prediction error variance and expected r

✍ Inge Riis Korsgaard; Anders Holst Andersen; Just Jensen 📂 Article 📅 2002 🏛 BioMed Central 🌐 French ⚖ 325 KB