, where Zt belongs to a large class of deterministic regressors and Yt is a zero-mean CVAR. We suggest an extended model that … asymptotically equivalent, as well as an algorithm for deriving the additive model parameters from the extended model parameters. We …

, where Zt belongs to a large class of deterministic regressors and Yt is a zero-mean CVAR. We suggest an extended model that … asymptotically equivalent, as well as an algorithm for deriving the additive model parameters from the extended model parameters. We …