Markovian processes, two-side autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Jean-Marie Dufour and Olivier Torrès
Year of publication: |
2000
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Authors: | Dufour, Jean-Marie ; Torrès, Olivier |
Publisher: |
Montréal (Québec) |
Subject: | Markov-Kette | Markov chain | Theorie | Theory | Autokorrelation | Autocorrelation | Schätzung | Estimation | Investition | Investment | USA | United States |
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