Article
Factor ARMA Representation of Markov Process
Serge Darolles, Jean-Pierre Florens, and Christian Gouriéroux
vol. 71, n. 2, May 2001, pp. 165–171
Reference
Serge Darolles, Jean-Pierre Florens, and Christian Gouriéroux, “Factor ARMA Representation of Markov Process”, Economics Letters, vol. 71, n. 2, May 2001, pp. 165–171.