Model reduction methods for vector autoregressive processes

著者
    • Brüggemann, Ralf
書誌事項

Model reduction methods for vector autoregressive processes

Ralf Brüggemann

(Lecture notes in economics and mathematical systems, 536)

Springer, c2004

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注記

Based on the author's thesis (Humboldt-Universität zu Berlin)

Bibliography: p. [205]-212

Includes index

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