A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model

Chan, K S; and Tong, Howell (1987) A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model. Journal of Time Series Analysis, 8 (3). pp. 277-281. ISSN 0143-9782
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Item Type Article
Departments Economics
Statistics
DOI 10.1111/j.1467-9892.1987.tb00439.x
Date Deposited 08 Jul 2008 13:52
URI https://researchonline.lse.ac.uk/id/eprint/6472

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