Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Year of publication: |
2007
|
---|---|
Other Persons: | Athanasopoulos, George (contributor) ; Poskitt, Donald Stephen (contributor) ; Vahid, Farshid (contributor) |
Publisher: |
Clayton, Vic. : Monash Univ., Dep. of Econometrics and Business Statistics |
Subject: | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | USA | United States | Theorie | Theory |
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