✦ LIBER ✦

FORECASTING OF MULTIVARIATE PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES

✍ Scribed by Taylan A. Ula

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGR

✍ P. L. Anderson; A. V. Vecchia 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 700 KB

Outliers in a multivariate autoregressiv

✍ Wolfgang Schmid 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 800 KB

Mixed autoregressive-moving average mult

✍ Marc Hallin 📂 Article 📅 1978 🏛 Elsevier Science 🌐 English ⚖ 255 KB

RECURSIVE COMPUTATION OF THE PARAMETERS

✍ Georgi N. Boshnakov 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 617 KB

Spatial autoregressive and moving averag

✍ M.D. Ruiz-Medina 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 292 KB

Linear aggregation of vector autoregress

✍ Helmut Lütkepohl 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 244 KB