Using subspace methods for estimating ARMA models for multivariate time series with conditionally heteroskedastic innovations
Dietmar Bauer
| Year of publication: |
2008
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|---|---|
| Authors: | Bauer, Dietmar |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 24.2008, 4, p. 1063-1092
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| Subject: | ARMA-Modell | ARMA model | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003736860