Moment generating functions and further exact results for autoregressions with multiple frequency unit roots /
Pitarakis, Jean-Yves.
University of Reading.Centre for Quantitative Economics and Computing.
Reading : University of Reading, Department of Economics,
1996.
At foot of cover: Centre for Quantitative Economics & Computing, Department of Economics, University of Reading
Includes bibliographical references
Autoregression (Statistics)
Mathematical statistics.