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Frequency domain minimum distance estimation of possibly noninvertible and noncausal ARMA models
Conference Contributions
Overview
Overview
authors
VELASCO GOMEZ, CARLOS
LOBATO GARCIA-MIJAN, IGNACIO NORBERTO
event
2015 NBER-NSF Time Series Conference
event place
Vienna
country
AUSTRIA
participation category
PONENCIA
web site
http://wutimeseries2015.wu.ac.at/index.php
publication date
2015