Moments of consecutive sums of ARMA(1,1) processes

  • J.H.C.M. Verrijdt
  • , A.G. Lagodimos

Research output: Book/Report › Report › Academic

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Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Universiteit Eindhoven
Number of pages13
Publication statusPublished - 1993

Publication series

NameTU Eindhoven. Fac. TBDK, Vakgroep LBS : working paper series
Volume9306

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  • 413150Final published version, 4.68 MB

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