Forecasting VARMA processes: VAR models vs. subspace-based state space models
Year of publication: |
2006-07-04
|
---|---|
Authors: | Izquierdo, Segismundo ; Hernandez, Cesareo ; Hoyo, Juan del |
Institutions: | Society for Computational Economics - SCE |
Subject: | Forecasting | time series | subspace models |
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