Forecasting Aggregated Vector ARMA Processes - Lecture Notes in Economics and Mathematical Systems - Helmut Lutkepohl - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540172086 - 1987
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Forecasting Aggregated Vector ARMA Processes - Lecture Notes in Economics and Mathematical Systems 1987 edition

Helmut Lutkepohl

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Forecasting Aggregated Vector ARMA Processes - Lecture Notes in Economics and Mathematical Systems 1987 edition

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 Books     Paperback Book   (Book with soft cover and glued back)
Released 1987
ISBN13 9783540172086
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 323
Dimensions 155 × 235 × 18 mm   ·   476 g
Language English  

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