LINEAR TRANSFORMATIONS OF VECTOR ARMA PROCESSES

Autor(en): LUTKEPOHL, H
Stichwörter: Business & Economics; Economics; Mathematical Methods In Social Sciences; Mathematics; Mathematics, Interdisciplinary Applications; Social Sciences, Mathematical Methods
Erscheinungsdatum: 1984
Herausgeber: ELSEVIER SCIENCE SA LAUSANNE
Journal: JOURNAL OF ECONOMETRICS
Volumen: 26
Ausgabe: 3
Startseite: 283
Seitenende: 293
ISSN: 03044076
DOI: 10.1016/0304-4076(84)90023-X

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