The exact initial covariance matrix of the state vector of a general MA(q) process
Francis X. Diebold
| Year of publication: |
1986
|
|---|---|
| Authors: | Diebold, Francis X. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 22.1986, 1, p. 27-31
|
| Subject: | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001018471