Some exact distribution theory for the Gaussian AR(1) model. I: joint density of the minimal sufficient statistics


Hillier, G. and Forchini, G. (1995) Some exact distribution theory for the Gaussian AR(1) model. I: joint density of the minimal sufficient statistics. Southampton, UK, University of Southampton (Discussion Papers in Economics and Econometrics 9511).

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Item Type: Monograph (Discussion Paper)
Related URLs:
Subjects: H Social Sciences > HA Statistics
Divisions: University Structure - Pre August 2011 > School of Social Sciences > Economics
ePrint ID: 33256
Date Deposited: 04 Feb 2008
Last Modified: 27 Mar 2014 18:20
URI: http://eprints.soton.ac.uk/id/eprint/33256

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