Closed-form results for vector moving average models with a univariate estimation approach

Poloni, Federico; Sbrana, Giacomo

doi:10.1016/j.ecosta.2018.06.003

by Federico Poloni, Giacomo Sbrana

Reference:

Closed-form results for vector moving average models with a univariate estimation approach (Federico Poloni, Giacomo Sbrana), In Econom. Stat., volume 10, 2019.

Bibtex Entry:

@article {PolS19,
    AUTHOR = {Poloni, Federico and Sbrana, Giacomo},
     TITLE = {Closed-form results for vector moving average models with a
              univariate estimation approach},
   JOURNAL = {Econom. Stat.},
  FJOURNAL = {Econometrics and Statistics},
    VOLUME = {10},
      YEAR = {2019},
     PAGES = {27--52},
   MRCLASS = {62M10},
  MRNUMBER = {3945179},
       DOI = {10.1016/j.ecosta.2018.06.003},
       URL = {https://doi.org/10.1016/j.ecosta.2018.06.003},
       pdf = {files2/PolS18_general_meta.pdf},
}