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Semantic Scholar Open Access 1986 1770 sitasi

Finite state markov-chain approximations to univariate and vector autoregressions

George Tauchen
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Topik & Kata Kunci

Mathematics

Penulis (1)

G

George Tauchen

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Tauchen, G. (1986). Finite state markov-chain approximations to univariate and vector autoregressions. https://doi.org/10.1016/0165-1765(86)90168-0

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Informasi Jurnal
Tahun Terbit
1986
Bahasa
en
Total Sitasi
1770×
Sumber Database
Semantic Scholar
DOI
10.1016/0165-1765(86)90168-0
Akses
Open Access ✓