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On the cumulated multi-step-ahead predictions of vector autoregressive moving average processes
International Journal of Forecasting
◽
10.1016/0169-2070(92)90034-7
◽
1992
◽
Vol 7
(4)
◽
pp. 501-513
◽
Cited By ~ 7
Author(s):
Jan G. de Gooijer
◽
André Klein
Keyword(s):
Moving Average
◽
Autoregressive Moving Average
◽
Vector Autoregressive
◽
Moving Average Processes
◽
Vector Autoregressive Moving Average
Download Full-text
Related Documents
Cited By
References
Vector Autoregressive Moving Average Processes
New Introduction to Multiple Time Series Analysis
◽
10.1007/3-540-27752-8_11
◽
2005
◽
pp. 419-446
◽
Cited By ~ 1
Keyword(s):
Moving Average
◽
Autoregressive Moving Average
◽
Vector Autoregressive
◽
Moving Average Processes
◽
Vector Autoregressive Moving Average
Download Full-text
Vector Autoregressive Moving Average Processes
Introduction to Multiple Time Series Analysis
◽
10.1007/978-3-642-61695-2_6
◽
1993
◽
pp. 217-240
Author(s):
Helmut Lütkepohl
Keyword(s):
Moving Average
◽
Autoregressive Moving Average
◽
Vector Autoregressive
◽
Moving Average Processes
◽
Vector Autoregressive Moving Average
Download Full-text
A fast algorithm for the exact likelihood of stationary and partially nonstationary vector autoregressive-moving average processes
Biometrika
◽
10.1093/biomet/81.3.555
◽
1994
◽
Vol 81
(3)
◽
pp. 555-565
◽
Cited By ~ 14
Author(s):
ALBERTO LUCENO
Keyword(s):
Fast Algorithm
◽
Moving Average
◽
Autoregressive Moving Average
◽
Vector Autoregressive
◽
Moving Average Processes
◽
Vector Autoregressive Moving Average
Download Full-text
Vector Autoregressive Moving Average Processes
Introduction to Multiple Time Series Analysis
◽
10.1007/978-3-662-02691-5_6
◽
1991
◽
pp. 217-240
Author(s):
Helmut Lütkepohl
Keyword(s):
Moving Average
◽
Autoregressive Moving Average
◽
Vector Autoregressive
◽
Moving Average Processes
◽
Vector Autoregressive Moving Average
Download Full-text
Stationary Time Series Models: Vector Autoregressive Moving-Average Processes (VARMA Processes)
Springer Texts in Business and Economics - Time Series Econometrics
◽
10.1007/978-3-319-32862-1_12
◽
2016
◽
pp. 215-224
Author(s):
Klaus Neusser
Keyword(s):
Time Series
◽
Moving Average
◽
Stationary Time Series
◽
Autoregressive Moving Average
◽
Time Series Models
◽
Vector Autoregressive
◽
Stationary Time
◽
Moving Average Processes
◽
Vector Autoregressive Moving Average
Download Full-text
Linear aggregation of vector autoregressive moving average processes
Economics Letters
◽
10.1016/0165-1765(84)90009-0
◽
1984
◽
Vol 14
(4)
◽
pp. 345-350
◽
Cited By ~ 14
Author(s):
Helmut Lütkepohl
Keyword(s):
Moving Average
◽
Autoregressive Moving Average
◽
Vector Autoregressive
◽
Linear Aggregation
◽
Moving Average Processes
◽
Vector Autoregressive Moving Average
Download Full-text
Bayesian modeling and forecasting of vector autoregressive moving average processes
Communication in Statistics- Theory and Methods
◽
10.1080/03610926.2021.1980047
◽
2021
◽
pp. 1-21
Author(s):
Samir M. Shaarawy
Keyword(s):
Bayesian Modeling
◽
Moving Average
◽
Autoregressive Moving Average
◽
Vector Autoregressive
◽
Modeling And Forecasting
◽
Moving Average Processes
◽
Vector Autoregressive Moving Average
Download Full-text
Vector Autoregressive Moving Average Processes
New Introduction to Multiple Time Series Analysis
◽
10.1007/978-3-540-27752-1_11
◽
2005
◽
pp. 419-446
Author(s):
Helmut Lütkepohl
Keyword(s):
Moving Average
◽
Autoregressive Moving Average
◽
Vector Autoregressive
◽
Moving Average Processes
◽
Vector Autoregressive Moving Average
Download Full-text
Exact likelihood for stationary vector autoregressive moving average processes
Signal Processing
◽
10.1016/0165-1684(86)90030-7
◽
1986
◽
Vol 11
(2)
◽
pp. 105-118
◽
Cited By ~ 8
Author(s):
Jean-Pierre Dugré
◽
Louis L Scharf
◽
Claude Gueguen
Keyword(s):
Moving Average
◽
Autoregressive Moving Average
◽
Vector Autoregressive
◽
Moving Average Processes
◽
Vector Autoregressive Moving Average
◽
Stationary Vector
Download Full-text
Vector Autoregressive Moving Average (VARMA) Models
Essentials of Time Series for Financial Applications
◽
10.1016/b978-0-12-813409-2.00003-0
◽
2018
◽
pp. 77-112
◽
Cited By ~ 1
Author(s):
Massimo Guidolin
◽
Manuela Pedio
Keyword(s):
Moving Average
◽
Autoregressive Moving Average
◽
Vector Autoregressive
◽
Vector Autoregressive Moving Average
Download Full-text
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