Some exact distribution theory for the Gaussian AR(1) model. I: joint density of the minimal sufficient statistics
| Year of publication: |
1995-01-01
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| Authors: | Hillier, G. ; Forchini, G. |
| Institutions: | Economics Division, University of Southampton |
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| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005401321