Identification Results for Armax Structures
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Publication:3889982
DOI10.2307/1911964zbMath0445.62117OpenAlexW2062391956MaRDI QIDQ3889982
Publication date: 1979
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911964
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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