The Covariance Matrix of a Continuous Autoregressive Vector Time-Series
Franklin, Joel N.
Ann. Math. Statist., Tome 34 (1963) no. 4, p. 1259-1264 / Harvested from Project Euclid
Text on Project Euclid
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Publié le : 1963-12-14
Classification:  
@article{1177703861,
     author = {Franklin, Joel N.},
     title = {The Covariance Matrix of a Continuous Autoregressive Vector Time-Series},
     journal = {Ann. Math. Statist.},
     volume = {34},
     number = {4},
     year = {1963},
     pages = { 1259-1264},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177703861}
}

Franklin, Joel N. The Covariance Matrix of a Continuous Autoregressive Vector Time-Series. Ann. Math. Statist., Tome 34 (1963) no. 4, pp.  1259-1264. http://gdmltest.u-ga.fr/item/1177703861/