The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series
| Year of publication: |
1996
|
|---|---|
| Authors: | Abadir, Karim M. ; Larsson, Rolf |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 12.1996, 4, p. 682-704
|