USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR...

USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS

Bauer, Dietmar
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Volume:
24
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466608080419
Date:
August, 2008
File:
PDF, 282 KB
english, 2008
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