Optimal detection of periodicities in vector autoregressive models
| Year of publication: |
2004
|
|---|---|
| Authors: | Hallin, Marc ; Lotfi, Soumia |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10008575990