The joint moment generating function of quadratic forms in multivariate autoregressive series
Karim M. Abadir ; Rolf Larsson
| Year of publication: |
1996
|
|---|---|
| Authors: | Abadir, Karim Maher |
| Other Persons: | Larsson, Rolf (contributor) |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 12.1996, 4, p. 682-704
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| 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/10001210204