The approximation of the one-step ahead forecast error covariance for vector ARMA models
| Year of publication: |
1994
|
|---|---|
| Authors: | Hung, Ken ; Alt, Frank B. |
| Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 10.1994, 1, p. 59-64
|
| Publisher: |
Elsevier |