Estimating weak periodic vector autoregressive time series (Q6064239): Difference between revisions

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Latest revision as of 12:24, 21 August 2024

scientific article; zbMATH DE number 7776686
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English
Estimating weak periodic vector autoregressive time series
scientific article; zbMATH DE number 7776686

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    Estimating weak periodic vector autoregressive time series (English)
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    12 December 2023
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    asymptotic normality
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    least squares estimation
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    periodic time series
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    weak PVAR models
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