Parameter Estimation for ARMA Processes with Errors in Models.
Year of publication: |
1992
|
---|---|
Authors: | Chen, H.F. ; Dineau, C. |
Institutions: | Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE) |
Subject: | econometrics |
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