Time-Reversion of VARMA processes by polynomical methods.

F. Aparicio; V. Gómez

Boletín de Estadística e Investigación Operativa. BEIO (2008)

  • Volume: 24, Issue: 3, page 23-26
  • ISSN: 1699-8871

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Aparicio, F., and Gómez, V.. "Time-Reversion of VARMA processes by polynomical methods.." Boletín de Estadística e Investigación Operativa. BEIO 24.3 (2008): 23-26. <http://eudml.org/doc/42935>.

@article{Aparicio2008,
author = {Aparicio, F., Gómez, V.},
journal = {Boletín de Estadística e Investigación Operativa. BEIO},
keywords = {VARMA; echelon form; backcasting},
language = {eng},
number = {3},
pages = {23-26},
title = {Time-Reversion of VARMA processes by polynomical methods.},
url = {http://eudml.org/doc/42935},
volume = {24},
year = {2008},
}

TY - JOUR
AU - Aparicio, F.
AU - Gómez, V.
TI - Time-Reversion of VARMA processes by polynomical methods.
JO - Boletín de Estadística e Investigación Operativa. BEIO
PY - 2008
VL - 24
IS - 3
SP - 23
EP - 26
LA - eng
KW - VARMA; echelon form; backcasting
UR - http://eudml.org/doc/42935
ER -

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