FLORENS, Jean-Pierre; MOUCHARD, Michel; RICHARD, … - In: Annales d'Economie et de Statistique (1987) 6-7, pp. 289-310
A vector stochastic process may be decomposed in to its expectation and a residual process. A linear dynamic model is defined by a set of dynamic linear relations constraining the 's given some conditioning variables and by the distribution of the process. This paper presents a strategy for the...