CONTINUOUS-TIME AUTOREGRESSIVE MODELS WITH COMMON STOCHASTIC TRENDS

被引：36

作者：

HARVEY, AC ^{[1
]}

STOCK, JH ^{[1
]}

机构：

[1] HARVARD UNIV,CAMBRIDGE,MA 02138

来源：

关键词：

D O I：

10.1016/0165-1889(88)90046-2

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：365 / 384

页数：20

共 23 条

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