On the asymptotic joint distribution of the estimated autoregressive coefficients
Tong, Howell
(1978)
On the asymptotic joint distribution of the estimated autoregressive coefficients
International Journal of Control, 27.
pp. 801-807.
ISSN 0020-7179
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| DOI | 10.1080/00207177808922411 |
| Date Deposited | 08 Jul 2008 15:53 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6585 |
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