Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428): Difference between revisions

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Latest revision as of 12:13, 17 July 2024

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Asymptotic distributions for quasi-efficient estimators in echelon VARMA models
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    Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (English)
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    23 November 2018
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    stationary invertible VARMA
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    echelon form
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    Kronecker indices
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    truncation lag
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    linear estimation
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    simulation
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