Exact Moments for Autoregressive and Random Walk Models for a Zero or Stationary Initial Value
| Year of publication: |
1996
|
|---|---|
| Authors: | Vinod, H.D. ; Shenton, L.R. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 12.1996, 3, p. 481-499
|