The covariance matrix of ARMA-errors in closed form
| Year of publication: |
1992
|
|---|---|
| Authors: | vdr Leeuw, J.L. |
| Institutions: | Tilburg University, School of Economics and Management |
| Subject: | Matrices | mathematics |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Research Memorandum FEW |
| Source: |
Persistent link: https://www.econbiz.de/10011199203