Supplement To 'Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets'

2017 ◽  
Author(s):  
Gustavo Fruet Dias ◽  
George Kapetanios
Keyword(s):  
Moving Average ◽  
Autoregressive Moving Average ◽  
Vector Autoregressive ◽  
Moving Average Models ◽  
Vector Autoregressive Moving Average ◽  
Autoregressive Moving Average Models
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