VARMA Models with Single- or Mixed-Frequency Data: New Conditions for Extended Yule–Walker Identification

  1. Pestano-Gabino, C.
  2. González-Concepción, C.
  3. Gil-Fariña, M.C.
Revista:
Mathematics

ISSN: 2227-7390

Any de publicació: 2024

Volum: 12

Número: 2

Tipus: Article

DOI: 10.3390/MATH12020244 GOOGLE SCHOLAR lock_openAccés obert editor