MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION

MATRIX FORMULAS FOR NONSTATIONARY ARIMA SIGNAL EXTRACTION

McElroy, Tucker
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Volume:
24
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/S0266466608080389
Date:
August, 2008
File:
PDF, 284 KB
english, 2008
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