Estimating multivariate autoregressive moving average models by fitting long autoregressions (Q3474141): Difference between revisions
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Revision as of 22:57, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating multivariate autoregressive moving average models by fitting long autoregressions |
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Estimating multivariate autoregressive moving average models by fitting long autoregressions (English)
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1989
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asymptotic efficiency
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asymptotic normality
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strong consistency
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mixed multivariate autoregressive moving average time series models
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long autoregression
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