Forecasting aggregated vector ARMA processes Lutkepohl, Helmut

By: Lutkepohl, Helmut
Material type: TextTextSeries: Lecture notes in economics and mathematical systems, no.284Publisher: Berlin Springer-Verlag 1987Description: x, 323 p.ISBN: 3540172084Subject(s): Stochastic processes | Vector analysis | Aggregates | Time-Series analysis | Variables (Mathematics)DDC classification: 519.1
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Books Vikram Sarabhai Library
KLMDC 519.1 L8F6 (Browse shelf) Available 112339

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