Multivariate stable ARMA processes with time dependent coefficients
Year of publication: |
2001
|
---|---|
Authors: | Shelton Peiris, M. ; Thavaneswaran, A. |
Published in: |
Metrika : international journal for theoretical and applied statistics. - Berlin : Springer, ISSN 0026-1335, ZDB-ID 3502-6. - Vol. 54.2001, 2, p. 131-138
|
Subject: | Multivariate Analyse | Multivariate analysis | Theorie | Theory | ARMA-Modell | ARMA model |
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