A new method for obtaining the autocovariance of an ARMA model : an exact-form solution
Menelaos Karanasos
| Year of publication: |
1996
|
|---|---|
| Authors: | Karanasos, Menelaos |
| Institutions: | Birkbeck College / Department of Economics (contributor) |
| Publisher: |
London : Dep. of Economics, Birkbeck College |
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model |
| Extent: | 23 S. |
|---|---|
| Series: | Discussion papers in economics. - London, ZDB-ID 865433-5. - Vol. 96,13 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000945555