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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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Series:
G.R.E.Q.A.M..
Type of publication: Book / Working Paper
Notes:
12 pages
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005634371
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