A solution to the positivity problem in the state-space approach to modeling vector-valued time series
Richard J. Vaccaro and Tomislav Vukina
| Year of publication: |
1993
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|---|---|
| Authors: | Vaccaro, Richard J. |
| Other Persons: | Vukina, Tomislav (contributor) |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 17.1993, 3, p. 401-421
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| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001140344