The structure of multivariate AR and ARMA systems: Regular and singular systems; the single and the mixed frequency case

Citation

Anderson, B, Deistler, M, Felsenstein, E et al 2016, 'The structure of multivariate AR and ARMA systems: Regular and singular systems; the single and the mixed frequency case', Journal of Econometrics, vol. 192, no. 2, pp. 366-373.

Year

2016

Field of Research

  • Applied Mathematics Not Elsewhere Classified

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