Using subspace methods for estimating arma models for multivariate time series with conditionally heteroskedastic innovations

Bauer D (2008)
Econometric Theory 24(04): 1063-1092.

Download
Es wurde kein Volltext hochgeladen. Nur Publikationsnachweis!
Zeitschriftenaufsatz | Veröffentlicht | Englisch
Erscheinungsjahr
Zeitschriftentitel
Econometric Theory
Band
24
Zeitschriftennummer
04
Seite
1063-1092
PUB-ID

Zitieren

Bauer D. Using subspace methods for estimating arma models for multivariate time series with conditionally heteroskedastic innovations. Econometric Theory. 2008;24(04):1063-1092.
Bauer, D. (2008). Using subspace methods for estimating arma models for multivariate time series with conditionally heteroskedastic innovations. Econometric Theory, 24(04), 1063-1092.
Bauer, D. (2008). Using subspace methods for estimating arma models for multivariate time series with conditionally heteroskedastic innovations. Econometric Theory 24, 1063-1092.
Bauer, D., 2008. Using subspace methods for estimating arma models for multivariate time series with conditionally heteroskedastic innovations. Econometric Theory, 24(04), p 1063-1092.
D. Bauer, “Using subspace methods for estimating arma models for multivariate time series with conditionally heteroskedastic innovations”, Econometric Theory, vol. 24, 2008, pp. 1063-1092.
Bauer, D.: Using subspace methods for estimating arma models for multivariate time series with conditionally heteroskedastic innovations. Econometric Theory. 24, 1063-1092 (2008).
Bauer, Dietmar. “Using subspace methods for estimating arma models for multivariate time series with conditionally heteroskedastic innovations”. Econometric Theory 24.04 (2008): 1063-1092.

Export

Markieren/ Markierung löschen
Markierte Publikationen

Open Data PUB

Suchen in

Google Scholar