Non-identifiability of VMA and VARMA systems in the mixed frequency case

Citation

Deistler, M, Koelbl, L & Anderson, B 2017, 'Non-identifiability of VMA and VARMA systems in the mixed frequency case', Econometrics and Statistics, vol. 4, p. 8.

Year

2017

ANU Authors

Fields of Research

  • Information Engineering And Theory
  • Statistical Theory

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