The structure of multivariate AR and ARMA systems : regular and singular systems; the single and the mixed frequency case
Brian D.O. Anderson, Manfred Deistler, Elisabeth Felsenstein, Lukas Koelbl
| Year of publication: |
June 2016
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|---|---|
| Authors: | Anderson, Brian D. O. ; Deistler, Manfred ; Felsenstein, Elisabeth ; Koelbl, Lukas |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 2, p. 366-373
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| Subject: | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704722