DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES
| Year of publication: |
2007
|
|---|---|
| Authors: | Han, Chirok |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 23.2007, 06, p. 1248-1253
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |