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A Short-Cut Derivation for the Solution of Autoregressive Models from Sharp Algebraic Arguments

Author
GRAZIA ZOIA, Maria1 ; BARBIERI, Laura1
[1] Department of Mathematics and Econometrics, Università Cattolica del Sacro Cuore, Milan, Italy
Source

Communications in statistics. Theory and methods. 2012, Vol 41, Num 19-21, pp 3704-3721, 18 p ; ref : 1/4 p

CODEN
CSTMDC
ISSN
0361-0926
Scientific domain
Mathematics
Publisher
Taylor & Francis, Philadelphia, PA
Publication country
United States
Document type
Article
Language
English
Author keyword
11Cxx 60G20 62H99 Drazin inverse Integrated solution Laurent expansion Stationarity recovery Vector autoregressive model
Keyword (fr)
Cointégration Expansion Intégration Inverse Drazin Modèle autorégressif Méthode statistique Racine unitaire 28XX Développement mathématique
Keyword (en)
Cointegration Expansion Integration Drazin inverse Autoregressive model Statistical method Unit root Mathematical expansion
Keyword (es)
Cointegración Expansión Integración Inverso Drazin Modelo autorregresivo Método estadístico Raíz unitaria
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02E Mathematical analysis / 001A02E02 Measure and integration

Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
26496311

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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