Finite-time analysis of vector autoregressive models under linear restrictions (Q5022112): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 18:27, 5 March 2024
scientific article; zbMATH DE number 7458265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-time analysis of vector autoregressive models under linear restrictions |
scientific article; zbMATH DE number 7458265 |
Statements
Finite-time analysis of vector autoregressive models under linear restrictions (English)
0 references
18 January 2022
0 references
empirical process theory
0 references
least squares estimation
0 references
non-asymptotic analysis
0 references
stochastic regression
0 references
unstable process
0 references
vector autoregressive model
0 references
