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.
Zeitschrift:
Mathematics

ISSN: 2227-7390

Datum der Publikation: 2024

Ausgabe: 12

Nummer: 2

Art: Artikel

DOI: 10.3390/MATH12020244 GOOGLE SCHOLAR lock_openOpen Access editor
Datenquelle: Scopus