Factor ARMA representation of a Markov process
Serge Darolles; Jean-Pierre Florens; Christian Gouriéroux
| Year of publication: |
2001
|
|---|---|
| Authors: | Darolles, Serge ; Florens, Jean-Pierre ; Gouriéroux, Christian |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 71.2001, 2, p. 165-171
|
| Subject: | Markov-Kette | Markov chain | Theorie | Theory | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economics letters |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001569098