Generalized binary time series models
Year of publication: |
2019
|
---|---|
Authors: | Jentsch, Carsten ; Reichmann, Lena |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 7.2019, 4, p. 1-26
|
Publisher: |
Basel : MDPI |
Subject: | binary time series | autoregressive-moving average | autocovariance structure | Yule– | Walker equations | stationarity |
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