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SIMULTANEOUS TRANSFER-FUNCTIONS VERSUS VECTOR ARMA MODELS

delete2006-11-02
delete3
PRE
AI
C
Carlo Grillenzoni
DOI：10.1002/for.3980100504delete
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摘要

摘要

En
Keyword:
VECTOR ARMA MODEL
SIMULTANEOUS TRANSFER FUNCTIONS
ITERATIVE PSEUDOLINEAR REGRESSION
BOX-JENKINS IDENTIFICATION TECHNIQUES
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期刊

Journal of Forecasting 封面图
Journal of Forecasting
IF:
2.7
论文数:
2.3K
被引数:
3.0K

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