Factor ARMA Representation of a Markov Process

Darolles ; Florens ; Gourieroux, Serge ; Jean-Pierre ; Christian
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Darolles ; Florens ; Gourieroux, Serge ; Jean-Pierre ; Christian: Crest
Authors registered in the RePEc Author Service: Christian S. Gourieroux and Jean-Pierre Florens

Working Papers from Centre de Recherche en Economie et Statistique

Keywords: optimal; matching (search for similar items in EconPapers)
Date: 2000

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Journal Article: Factor ARMA representation of a Markov process (2001)
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Persistent link: http://EconPapers.repec.org/RePEc:crs:wpaper:2000-26

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