Nonstationary q-dependent processes and time-varying moving average models: invertibility properties and the forecasting problem
| Year of publication: |
1986
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| Authors: | Hallin, Marc |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
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| Type of publication: | Book / Working Paper |
| Notes: | Published in: Advances in Applied Probability (1986) v.18,p.170-210 |
| Source: |
Persistent link: https://www.econbiz.de/10008589914