Gains in efficiency from joint estimation of systems of autoregressive-moving average processes
Year of publication: |
1976
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Authors: | Nelson, Charles R. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 4.1976, 4, p. 331-348
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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