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Memory and infrequent breaks
Gouriéroux, Christian; Jasiak, Joann - In: Economics letters 70 (2001) 1, pp. 29-41
Persistent link: https://www.econbiz.de/10001534701
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Factor ARMA representation of a Markov process
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - In: Economics letters 71 (2001) 2, pp. 165-171
Persistent link: https://www.econbiz.de/10001569098
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Factor ARMA representation of a Markov process
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - In: Economics letters 71 (2001) 2, pp. 165-172
Persistent link: https://www.econbiz.de/10006775133