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

T.E. Nijman, F.C. Palm

Research output: Book/ReportReport

9 Citations (Scopus)
237 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

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