A simulation study on vector arma processes with nonstationary innovation: a new approach to identification

Nirmal Singh, M S Peiris

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)
Original languageEnglish
Pages (from-to)37 - 58
Number of pages22
JournalJournal of Statistical Computation and Simulation
Publication statusPublished - 1997

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