Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes

DOI: 10.1016/0165-1765(87)90165-0

Economics Letters

Data up to Jan 2025

Published1987

Citations22

References4

Fields

Mathematics Computer science Political science Applied mathematics Econometrics Statistics

Total Citations Per Year

Abstract

References (4)

The theory and practice of econometrics

1986 • 4,551 citations

EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS

1959 • 370 citations

Dynamic analysis of open economies

1981 • 139 citations

Dynamic analysis of open economies

1981 • 87 citations

Cited By (0)

Loading...