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机译:富裕数据集向量自回归移动平均模型中的估算和预测
Aarhus Univ Dept Econ &
Business Econ Fuglesangs Alle 4 DK-8210 Aarhus V Denmark;
Kings Coll London London England;
VARMA; Weak VARMA; Iterative ordinary least squares (IOLS) estimator; Asymptotic contraction mapping; Forecasting; Rich and large datasets;