Approximations of the eigenvalues of the covariance matrix of a first-order autoregressive process
| Year of publication: |
1983
|
|---|---|
| Authors: | Stroeker, R. J. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 22.1983, 3, p. 269-279
|
| Publisher: |
Elsevier |