The covariance matrix of ARMA-errors in closed form

J.L. vdr Leeuw

Research output: Book/ReportReportProfessional

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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

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