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A bivariate uniform autoregressive process

Year of publication:
2003
Authors: Ristić, Miroslav ; Popović, Biljana
Published in:
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 55.2003, 4, p. 797-802
Publisher: Springer
Subject: Uniform autoregressive process | new uniform autoregressive process | first-order | second-order | bivariate uniform autoregressive process | autocovariance and autocorrelation matrix | estimation
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Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005616359
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