Distributions for residual autocovariances in parsimonious periodic vector autoregressive models with applications
| Year of publication: |
2013
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|---|---|
| Authors: | Duchesne, Pierre ; Micheaux, Pierre Lafaye de |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 34.2013, 4, p. 496-507
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| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010713456