Simulation study on variance of forecast error for vector ARIMA models

Authors
K.Hung
Citation
K.hung, Simulation study on variance of forecast error for vector ARIMA models, Communications in statistics. Simulation and computation Simulation and computation;Commun. statist.-simula. computa;Commun. in statist.: simulation and computation , 19(1), 1990, pp. 125-144
Journal title
Communications in statistics. Simulation and computation Simulation and computation;Commun. statist.-simula. computa;Commun. in statist.: simulation and computation → ACNP
ISSN journal
03610918
Volume
19
Issue
1
Year of publication
1990
Pages
125 - 144
Database
ACNP
SICI code