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Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes

Jean-Marie Dufour

Publication Data

Title Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Author Jean-Marie Dufour
Contributors Olivier Torrès, Olivier Torrès
Publisher University of Bristol, Department of Economics
Publication date 1999
Publication location Bristol
Language English

Topics

Autoregression (Statistics)
Markov processes

Catalogue Data

OBNB ID GB9957378
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 32 p.

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Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes by Jean-Marie Dufour. Published by University of Bristol, Department of Economics in 1999. Publication and catalogue information, links to buy online and reader comments.