Forecasting aggregated vector ARMA processes /

Bibliographic Details
Main Author: Lütkepohl, Helmut
Format: Book
Language:English
Published: Berlin ; New York : Springer-Verlag, [1987]
Series:Lecture notes in economics and mathematical systems ; 284.
Subjects:
Description
Physical Description:x, 323 pages
Bibliography:Bibliography: pages [316]-323.
ISBN:0387172084 (U.S.) :