Some results on multivariate autoregressive index models (Q4747427): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:17, 7 February 2024
scientific article; zbMATH DE number 3804714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some results on multivariate autoregressive index models |
scientific article; zbMATH DE number 3804714 |
Statements
Some results on multivariate autoregressive index models (English)
0 references
1983
0 references
multivariate autoregressive index models
0 references
index series
0 references
maximum likelihood estimation
0 references
model dimension reduction
0 references
model selection
0 references
prediction
0 references
consistency
0 references
asymptotic normality
0 references
