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).

Download

Full text not available from this repository.

Item Type: Monograph (Discussion Paper)
Related URLs:
Subjects:
ePrint ID: 33256
Date :
Date Event
January 1995Published
Date Deposited: 04 Feb 2008
Last Modified: 16 Apr 2017 22:16
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/33256

Actions (login required)

View Item View Item