A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model
Chan, K. S. & Tong, H.
(1987).
A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model.
Journal of Time Series Analysis,
8(3), 277-281.
https://doi.org/10.1111/j.1467-9892.1987.tb00439.x
| Item Type | Article |
|---|---|
| Copyright holders | © 1987 Blackwell Publishing Ltd |
| Departments |
LSE > Academic Departments > Economics LSE > Academic Departments > Statistics |
| DOI | 10.1111/j.1467-9892.1987.tb00439.x |
| Date Deposited | 08 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6472 |
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