On algorithms for computing the covariance matrix of estimates in autoregresive-moving average processes
| Year of publication: |
1989
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| Authors: | Klein, André ; Melard, Guy |
| 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: CSQ. Computational statistics (1989) v.5 n° 1,p.1-9 |
| Source: |
Persistent link: https://www.econbiz.de/10008574436