A note on an iterative least-squares estimation method for ARMA and VARMA models
Year of publication: |
2003
|
---|---|
Authors: | Kapetanios, George |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 79.2003, 3, p. 305-312
|
Subject: | Theorie | Theory | ARMA-Modell | ARMA model |
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