Hillier, G. and Forchini, G. (1995) Some exact distribution theory for the Gaussian AR(1) model. I: joint density of the minimal sufficient statistics (Discussion Papers in Economics and Econometrics, 9511) Southampton, UK. University of Southampton
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Published date: January 1995
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Local EPrints ID: 33256
URI: http://eprints.soton.ac.uk/id/eprint/33256
PURE UUID: 83a0e0ce-c3bd-4e8e-8201-ef7381cf31de
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Date deposited: 04 Feb 2008
Last modified: 12 Dec 2021 02:44
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G. Forchini
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