A New Method for Obtaining the Autocovariance of an ARMA Model: An Exact Form Solution
- 期刊名称Econometric Theory
- 作者M. Karanasos
- 卷第14卷
- 期第5期
- 印刷ISSN0266-4666
- 电子ISSN1469-4360
- 文件大小1354.18KB
- 发表时间1998-10
- DOI10.2307/3533055
- 页码622-640
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