Parameter identification in ARMA processes in the presence of regular but incomplete sampling

T.E. Nijman, F.C. Palm

Research output: Book/ReportReportProfessional

8 Citations (Scopus)
119 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
Number of pages10
Volume38
Publication statusPublished - 1990

Publication series

NameReprint series / CentER for Economic Research
Volume38

Keywords

  • Economics
  • Time Series

Cite this

Nijman, T. E., & Palm, F. C. (1990). Parameter identification in ARMA processes in the presence of regular but incomplete sampling. (Reprint series / CentER for Economic Research; Vol. 38). Unknown Publisher.