Factor ARMA representation of a Markov process

Serge Darolles, Jean-Pierre Florens, Christian Gourieroux

DOI: 10.1016/s0165-1765(01)00367-6
Published: 2001-06-01
Container: Economics Letters
Publisher: Not recorded
Open access: no

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Cite this work

BibTeX

@article{allodium:10.1016/s0165-1765-01-00367-6,
  title = {Factor ARMA representation of a Markov process},
  author = {Serge Darolles and Jean-Pierre Florens and Christian Gourieroux},
  year = {2001},
  journal = {Economics Letters},
  doi = {10.1016/s0165-1765(01)00367-6},
  url = {https://doi.org/10.1016/s0165-1765(01)00367-6}
}

RIS

TY  - JOUR
TI  - Factor ARMA representation of a Markov process
AU  - Serge Darolles
AU  - Jean-Pierre Florens
AU  - Christian Gourieroux
PY  - 2001
JO  - Economics Letters
DO  - 10.1016/s0165-1765(01)00367-6
UR  - https://doi.org/10.1016/s0165-1765(01)00367-6
ER  -

APA

Darolles, S., Florens, J., & Gourieroux, C. (2001). Factor ARMA representation of a Markov process. Economics Letters. https://doi.org/10.1016/s0165-1765(01)00367-6

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hal · retrieved 2026-09-26T11:17:19.328Z