The covariance matrix of ARMA-errors in closed form

J.L. vdr Leeuw

Research output: Book/Report › Report › Professional

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Original language	English
Place of Publication	Tilburg
Publisher	Faculteit der Economische Wetenschappen
Number of pages	11
Volume	FEW 562
Publication status	Published - 1992

Name	Research Memorandum FEW

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).

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title = "The covariance matrix of ARMA-errors in closed form",

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author = "{vdr Leeuw}, J.L.",

year = "1992",

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

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

Research output: Book/Report › Report › Professional

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