A note on reparameterizing a vector autoregressive moving average model to enforce stationarity / Cr...
A note on reparameterizing a vector autoregressive moving average model to enforce stationarity / Cr...
A note on reparameterizing a vector autoregressive moving average model to enforce stationarity / Craig F. Ansley, Robert Kohn.
About this item
Full title
Author / Creator
Publisher
Kensington [N.S.W.] : Australian Graduate School of Management, University of New South Wales, 1985.
Date
1985.
Call Numbers
Q510.4/1
Record Identifier
MMS ID
Language
English
Formats
Physical Description
Physical content
17 p. ; 30 cm.
Publication information
Publisher
Kensington [N.S.W.] : Australian Graduate School of Management, University of New South Wales, 1985.
Place of Publication
New South Wales
Date Published
1985.
Subjects
More information
Alternative Titles
Full title
A note on reparameterizing a vector autoregressive moving average model to enforce stationarity / Craig F. Ansley, Robert Kohn.
Authors, Artists and Contributors
Author / Creator
Author / Artists
Notes
General note
Working paper series / the University of New South Wales, Australian Graduate School of Management ISSN 0727-3592 ; 85-014.
Bibliography: p. 9-10.
Identifiers
Primary Identifiers
Call Numbers
Q510.4/1
Record Identifier
74VvvbybOj3g
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvvbybOj3g
Other Identifiers
ISBN
0947187219 :
9780947187217 :
MMS ID
991007604359702626
