The determination of the state covariance matrix of moving-average processes without computation

C-Tier
Journal: Economics Letters
Year: 1987
Volume: 23
Issue: 2
Pages: 177-179

Authors (1)

Mittnik, Stefan (Ludwig-Maximilians-Universität...)

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:ecolet:v:23:y:1987:i:2:p:177-179
Journal Field
General
Author Count
1
Added to Database
2026-01-26