| Article ID: | iaor19942534 |
| Country: | Netherlands |
| Volume: | 10 |
| Issue: | 1 |
| Start Page Number: | 59 |
| End Page Number: | 64 |
| Publication Date: | Mar 1994 |
| Journal: | International Journal of Forecasting |
| Authors: | Hung Ken, Alt Frank B. |
A vector case parallel to that described by Ledolter and Abraham is extended for an approximation of one-step ahead forecast error covariance for vector ARMA models.