%0 Journal Article %1 vanderLeeuw1994 %A van der Leeuw, Jan %D 1994 %J Journal of Econometrics %K ARMA Exact covariance matrix %N 2 %P 397--405 %T The covariance matrix of ARMA errors in closed form %U http://www.sciencedirect.com/science/article/B6VC0-4582GYS-2J/2/50e1e4a80d586af6062f00588bd138f2 %V 63

@article{vanderLeeuw1994, added-at = {2008-04-21T22:02:42.000+0200}, author = {van der Leeuw, Jan}, biburl = {https://www.bibsonomy.org/bibtex/20e851354ad1e1f678319c05606b24c62/smicha}, description = {Journal of Econometrics}, interhash = {58a268265f74654924563bdc396a98ec}, intrahash = {0e851354ad1e1f678319c05606b24c62}, journal = {Journal of Econometrics}, keywords = {ARMA Exact covariance matrix}, month = Aug, number = 2, pages = {397--405}, timestamp = {2008-04-21T22:06:10.000+0200}, title = {The covariance matrix of ARMA errors in closed form}, url = {http://www.sciencedirect.com/science/article/B6VC0-4582GYS-2J/2/50e1e4a80d586af6062f00588bd138f2}, volume = 63, year = 1994 }