๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS

โœ Scribed by Sergio Koreisha; Tarmo Pukkila


Book ID
111039602
Publisher
John Wiley and Sons
Year
1989
Tongue
English
Weight
720 KB
Volume
10
Category
Article
ISSN
0143-9782

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Using the 'standard' approach to forecasting in the vector autoregressive moving average model, we establish basic general results on exact finite sample forecasts and their mean squared error matrices. Comparison between the exact and conditional methods of initiating the finite sample forecast cal