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Forecasting Aggregated Vector ARMA Processes - Lecture Notes in Economics and Mathematical Systems Helmut Lutkepohl 1987 edition
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Forecasting Aggregated Vector ARMA Processes - Lecture Notes in Economics and Mathematical Systems
Helmut Lutkepohl
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.
333 pages, biography
| Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 1987 |
| ISBN13 | 9783540172086 |
| Utgivere | Springer-Verlag Berlin and Heidelberg Gm |
| Antall sider | 323 |
| Mål | 155 × 235 × 18 mm · 476 g |
| Språk | Engelsk |
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