Spectral factorization of periodically correlated MA(1) processes
| Year of publication: |
1998
|
|---|---|
| Authors: | Hallin, Marc ; Bentarzi, Mohamed |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Journal of Applied Probability (1998) v.35,p.48-54 |
| Source: |
Persistent link: https://www.econbiz.de/10008590426