Multivariate arma models with generalized autoregressive linear innovation

Christian Francq and J.M. Zakoïan

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Date: 2000-01
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Published in Stochastic Analysis and Applications, 2000, 18 (2), pp.231-260. ⟨10.1080/07362990008809666⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05431283

DOI: 10.1080/07362990008809666

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