Computing the derivatives of the autocovariances of a VARMA process

Authors
Publication date 2004
Journal COMPSTAT
Event 16th Symposium Held in Prague
Pages (from-to) 1593-1600
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Note Proceedings title: COMPSTAT 2004 - Proceedings in Computational Statistics
Publisher: Physica Verlag
Place of publication: Heidelberg
Editors: J. Antoch
Published at
Permalink to this page
Back