Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications
| Year of publication: |
2013
|
|---|---|
| Authors: | Duchesne, Pierre ; Lafaye de Micheaux, Pierre |
| Published in: |
Journal of time series analysis. - Oxford : Wiley-Blackwell, ISSN 0143-9782, ZDB-ID 7966258. - Vol. 34.2013, 4, p. 496-507
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