Books
1 results found| Title | Authors | Description | OpenBook ID | |
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Forecasting Aggregated Vector ARMA Processes | Helmut Lütkepohl,Helmut Lütkepohl | This study is concerned with forecasting time series variables and the impact of the level of aggregation on the efficiency of the forecasts. Since temporally and contemporaneously disaggregated data… | OL2571803W |