Sample partial autocorrelation function of a multivariate time series

Journal of Multivariate Analysis

Volumn 50, Issue 2, 1994, Pages 294-313

  Degerine, S ^a  

^a Lab Modelisat and Calcul ^*  (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0009938017     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1006/jmva.1994.1044     Document Type: Article

References (17)

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