Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets
Social Science Research Network（2017）
Key words
VARMA,Weak VARMA,Iterative ordinary least squares (IOLS) estimator,Asymptotic contraction mapping,Forecasting,Rich and large datasets
AI Read Science
Must-Reading Tree
Example
Generate MRT to find the research sequence of this paper
Chat Paper
Summary is being generated by the instructions you defined