A NEW METHOD FOR OBTAINING THE AUTOCOVARIANCE OF AN ARMA MODEL: AN EXACT FORM SOLUTION
| Year of publication: |
1998
|
|---|---|
| Authors: | Karanasos, M. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 14.1998, 05, p. 622-640
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |