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A Random Walk, Markov Model for the Distribution of Time Series Author info | Abstract | Publisher info | Download info | Related research | Statistics Litterman, Robert B
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Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics .
Volume (Year): 1 (1983)
Issue (Month): 2 (April)
Pages: 169-73
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Handle: RePEc:bes:jnlbes:v:1:y:1983:i:2:p:169-73Contact details of provider: Web page: http://www.amstat.org/publications/jbes/index.cfm?fuseaction=main
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Chow, Gregory C & Lin, An-loh, 1971.
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Fernandez, Roque B, 1981.
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