Mixed autoregressive-moving average multivariate processes with time-dependent coefficients

• 1 December 1978
• journal article
• Published by Elsevier in Journal of Multivariate Analysis
• Vol. 8  (4) , 567-572
• https://doi.org/10.1016/0047-259x(78)90034-9

Abstract

Keywords

• TIME SERIES
• DIFFERENCE EQUATIONS
• STOCHASTIC EQUATIONS

All Related Versions

• Version 1, RePEc (Unconfirmed version)