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

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

Journal Article | Published | English

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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.
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