Mixed autoregressive-moving average multivariate processes with time-dependent coefficients
| Year of publication: |
1978
|
|---|---|
| Authors: | Hallin, Marc |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in: Journal of Multivariate Analysis (1978) v.8,p.567-572 |
| Source: |
Persistent link: https://www.econbiz.de/10008589993