Efficient detection of random coefficients in AR(p) models
| Year of publication: |
2003
|
|---|---|
| Authors: | Hallin, Marc ; Akharif, Abdelhadi |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Annals of Statistics (2003) v.31,p.675-704 |
| Source: |
Persistent link: https://www.econbiz.de/10008590312