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Autocovariance Structure 1 Mixed ARMA Models 1 Wold Representation 1
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Karanasos, Menelaos 1
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Department of Economics and Related Studies, University of York 1
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Discussion Papers / Department of Economics and Related Studies, University of York 1
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The Covariance Structure of Mixed ARMA Models
Karanasos, Menelaos - Department of Economics and Related Studies, University …
The purpose of this paper is to examine the covariance structure of mixed ARMA models, as discussed in Granger and …
Persistent link: https://www.econbiz.de/10005523996
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