Factor ARMA representation of a Markov process
| Year of publication: |
2001
|
|---|---|
| Authors: | Darolles, Serge ; Florens, Jean-Pierre ; Gouriéroux, Christian |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 71.2001, 2, p. 165-172
|