Prediction of multivariate time series by autoregressive model fitting
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference23 articles.
1. Power spectrum estimation through autoregressive model fitting;Akaike;Ann. Inst. Statist. Math.,1969
2. Statistical predictor identification;Akaike;Ann. Inst. Statist. Math.,1970
3. Autoregressive model fitting for control;Akaike;Ann. Inst. Statist. Math.,1971
4. Asymptotic prediction mean squared error for vector autoregressive models;Baillie;Biometrika,1979
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