Efficient use of higher-lag autocorrelations for estimating autoregressive processes

Laurence Broze (), Christian Francq and Jean-Michel Zakoian

No 1580, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2002-01-01
Note: In : Journal of Time Series Analysis, 23(3), 287-312, 2002
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Journal Article: Efficient use of higher‐lag autocorrelations for estimating autoregressive processes (2002)
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