Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 05:07, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Asymptotic distributions for quasi-efficient estimators in echelon VARMA models |
scientific article |
Statements
Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (English)
0 references
23 November 2018
0 references
stationary invertible VARMA
0 references
echelon form
0 references
Kronecker indices
0 references
truncation lag
0 references
linear estimation
0 references
simulation
0 references