A generalized least squares estimation method for VARMA models

Bibliographic Details
Main Author: Flores de Frutos, Rafael (Author)
Other Authors: Serrano, Gregorio R (coa)
Format: Book
Language:Inglés
Published: Madrid Universidad Complutense, ICAE 1997
Series:Documento de trabajo (UCM, ICAE) 9712
Subjects:
See on Universidad Loyola - Universidad Loyola Granada:https://colectivo.uloyola.es/Record/62475
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