Multivariate ARMA Models with Generalized Autoregressive Linear Innovation.
| Year of publication: |
1995
|
|---|---|
| Authors: | Francq, C. ; Zakoian, J.M. |
| Subject: | ECONOMETRICS | REGRESSION ANALYSIS |
| Type of publication: | Book / Working Paper |
|---|---|
| Notes: | 29 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005641111