A new method for obtaining the autocovariance of an ARMA model : an exact form solution
M. Karanasos
| Year of publication: |
1998
|
|---|---|
| Authors: | Karanasos, Menelaos |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 14.1998, 5, p. 622-640
|
| Subject: | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | In: Economic theory |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001381129