@misc{Zadrozny2016,
  author    = {Peter A. Zadrozny},
  title     = {Extended Yule-Walker identification of varma models with single- or mixed frequency data},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 526},
  number    = {November 14, 2015},
  doi       = {10.2139/ssrn.2714330},
  url       = {http://ssrn.com/abstract=2714330},
  institution = {Wirtschaftswissenschaften},
  series    = {CFS working paper series},
  number    = {526},
  type      = {workingpaper},
  pages     = {29},
  year        = {2016},
}