Efficient Use of High Order Autocorrelations for Estimating Autoregressive Processes
Year of publication: |
1999
|
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Authors: | Broze, Laurence ; Francq, Christian ; Zakoïan, Jean-Michel |
Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
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