Dear list members,
I am interested in papers/books addressing the "product of time series
processes", for example. the product of two ARMA models. I would be
grateful if you could give me some guidance on the relevant literature.
best regards,
george
--
_____________________________________________________
George A Christodoulakis
City University Business School
Department of Investment, Risk Management & Insurance
Frobisher Crescent, Barbican Centre
London EC2Y 8HB
tel 0044-171-477 0139
fax 0044-171-477 8885
email [log in to unmask]
_____________________________________________________
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|