Approximate factorization of a spectral density matrix

Approximate factorization of a spectral density matrix

Dades bibliogràfiques
Autor principal: De Jong, Piet (Autor)
Format: Llibre
Idioma:English
Publicat: Sydney Department of Economics, University of Sydney 1975.
Col·lecció:Economic statistics papers, Department of Economic Statistics, University of Sydney no. 8
Matèries:
Economics > Statistical methods.
Economics > Mathematical model.