Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:31, 1 February 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
