A generalized least squares estimation method for VARMA models
De Frutos, Rafael Flores; Serrano, Gregorio
- 期刊名称Statistics
- 作者De Frutos, Rafael Flores; Serrano, Gregorio
- 卷第36卷
- 期第4期
- 印刷ISSN0233-1888
- 电子ISSN1029-4910
- 文件大小145.04KB
- 发表时间2002-01
- DOI10.1080/02331880213193
- 页码303-316