Capa do artigo Forecasting Aggregated Vector Arma Processes
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Forecasting Aggregated Vector Arma Processes eBook

by Helmut Lutkepohl
language: english
Publisher: Springer Berlin Heidelberg, December of 2012 ‧
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This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. The present study contains major extensions of that research and also summarizes the earlier results to the extent they are of interest in the context of this study.

Forecasting Aggregated Vector Arma Processes

by Helmut Lutkepohl

Property Description
ISBN: 9783642615849
Publisher: Springer Berlin Heidelberg
Release Date: December of 2012
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Lecture Notes In Economics And Mathematical Systems
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9783642615849

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