Multivariate stable ARMA processes with time dependent coefficients
M. Shelton Peiris; A. Thavaneswaran
| Year of publication: |
2001
|
|---|---|
| Authors: | Shelton Peiris, M. ; Thavaneswaran, A. |
| Published in: |
Metrika : international journal for theoretical and applied statistics. - Berlin : Springer, ISSN 0026-1335, ZDB-ID 3502-6. - Vol. 54.2001, 2, p. 131-138
|
| Subject: | Multivariate Analyse | Multivariate analysis | Theorie | Theory | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Metrika |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001648262