Reference
Serge Darolles, Jean-Pierre Florens, and Christian Gouriéroux, “Factor ARMA Representation of Markov Process”, Economics Letters, vol. 71, n. 2, May 2001, pp. 165–171.
Published in
Economics Letters, vol. 71, n. 2, May 2001, pp. 165–171
Article
Serge Darolles, Jean-Pierre Florens, and Christian Gouriéroux, “Factor ARMA Representation of Markov Process”, Economics Letters, vol. 71, n. 2, May 2001, pp. 165–171.
Economics Letters, vol. 71, n. 2, May 2001, pp. 165–171