Spectral Factorization of Periodically Correlated MA(1) Processes
Bentarzi, Mohamed; Hallin, Marc
- 期刊名称Journal of Applied Probability
- 作者Bentarzi, Mohamed; Hallin, Marc
- 卷第35卷
- 期第1期
- 印刷ISSN0021-9002
- 电子ISSN1475-6072
- 文件大小120.44KB
- 发表时间1998-03
- DOI10.1017/s0021900200014662
- 页码46-54