Approximate factorization of a spectral density matrix

Approximate factorization of a spectral density matrix

Bibliographic Details
Main Author: De Jong, Piet (Author)
Format: Book
Language:English
Published: Sydney Department of Economics, University of Sydney 1975.
Series:Economic statistics papers, Department of Economic Statistics, University of Sydney no. 8
Subjects:
Economics > Statistical methods.
Economics > Mathematical model.