The covariance matrix of ARMA-errors in closed form

J.L. vdr Leeuw

Research output: Book/ReportReportProfessional

408 Downloads (Pure)
Original languageEnglish
Place of PublicationTilburg
PublisherFaculteit der Economische Wetenschappen
Number of pages11
VolumeFEW 562
Publication statusPublished - 1992

Publication series

NameResearch Memorandum FEW

Keywords

  • Matrices
  • mathematics

Cite this

vdr Leeuw, J. L. (1992). The covariance matrix of ARMA-errors in closed form. (Research Memorandum FEW). Tilburg: Faculteit der Economische Wetenschappen.
vdr Leeuw, J.L. / The covariance matrix of ARMA-errors in closed form. Tilburg : Faculteit der Economische Wetenschappen, 1992. 11 p. (Research Memorandum FEW).
@book{6ed33bc710df41248eff6710faf738d8,
title = "The covariance matrix of ARMA-errors in closed form",
keywords = "Matrices, mathematics",
author = "{vdr Leeuw}, J.L.",
year = "1992",
language = "English",
volume = "FEW 562",
series = "Research Memorandum FEW",
publisher = "Faculteit der Economische Wetenschappen",

}

vdr Leeuw, JL 1992, The covariance matrix of ARMA-errors in closed form. Research Memorandum FEW, vol. FEW 562, Faculteit der Economische Wetenschappen, Tilburg.

The covariance matrix of ARMA-errors in closed form. / vdr Leeuw, J.L.

Tilburg : Faculteit der Economische Wetenschappen, 1992. 11 p. (Research Memorandum FEW).

Research output: Book/ReportReportProfessional

TY - BOOK

T1 - The covariance matrix of ARMA-errors in closed form

AU - vdr Leeuw, J.L.

PY - 1992

Y1 - 1992

KW - Matrices

KW - mathematics

M3 - Report

VL - FEW 562

T3 - Research Memorandum FEW

BT - The covariance matrix of ARMA-errors in closed form

PB - Faculteit der Economische Wetenschappen

CY - Tilburg

ER -

vdr Leeuw JL. The covariance matrix of ARMA-errors in closed form. Tilburg: Faculteit der Economische Wetenschappen, 1992. 11 p. (Research Memorandum FEW).