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Estimating linear representations of nonlinear processes

Christian Francq and Jean-Michel Zakoïan
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Jean-Michel Zakoïan: ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - Groupe ENSAE-ENSAI - Groupe des Écoles Nationales d'Économie et Statistique - IP Paris - Institut Polytechnique de Paris

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Date: 1998-05
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Published in Journal of Statistical Planning and Inference, 1998, 68 (1), pp.145-165. ⟨10.1016/S0378-3758(97)00139-0⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05431303

DOI: 10.1016/S0378-3758(97)00139-0

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