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.