COMPUTATION OF THEORETICAL AUTOCOVARIANCE MATRICES OF MULTIVARIATE ARMA TIME SERIES
| Year of publication: |
1989
|
|---|---|
| Authors: | MITTNIK, S. |
| Institutions: | Economics Department, State University of New York-Stony Brook (SUNY) |
| Subject: | regression analysis | time series |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | 10 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005531023