Efficient Use of Higher-Lag Autocorrelations for Estimating Autoregressive Processes
Year of publication: |
2004
|
---|---|
Authors: | Broze, Laurence ; Francq, Christian ; Zakoïan, Jean-Michel |
Publisher: |
[S.l.] : SSRN |
Subject: | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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