Computing the derivatives of the autocovariances of a VARMA process
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| Publication date | 2004 |
| Journal | COMPSTAT |
| Event | 16th Symposium Held in Prague |
| Pages (from-to) | 1593-1600 |
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| Document type | Article |
| Note | Proceedings title: COMPSTAT 2004 - Proceedings in Computational Statistics Publisher: Physica Verlag Place of publication: Heidelberg Editors: J. Antoch |
| Published at | http://www.springeronline.com/sgw/cda/frontpage/0,11855,5-10130-22-32173086-0,00.html |
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