If interest centres on forecasting a temporally aggregated multiple time series and the generation process of the disaggregate series is a known vector ARMA (autoregressive moving average) process then forecasting the disaggregate series and temporally aggregating the forecasts is at least as effici
On modelling and forecasting of vector stochastic processes
β Scribed by A.K. Mahalanabis; M. Hanmandlu; K.K. Biswas
- Publisher
- Elsevier Science
- Year
- 1981
- Tongue
- English
- Weight
- 582 KB
- Volume
- 5
- Category
- Article
- ISSN
- 0307-904X
No coin nor oath required. For personal study only.
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