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"Estimating structural VARMA models with uncorrelated but non-independent ..."

Y. Boubacar Mainassara, Christian Francq (2011)

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DOI: 10.1016/J.JMVA.2010.10.009

access: open

type: Journal Article

metadata version: 2021-10-14

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Y. Boubacar Mainassara, Christian Francq:
Estimating structural VARMA models with uncorrelated but non-independent error terms. J. Multivar. Anal. 102(3): 496-505 (2011)

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