Estimating the Kronecker indices of cointegrated echelon‐form VARMA models (Q6166854): Difference between revisions
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scientific article; zbMATH DE number 7708413
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English | Estimating the Kronecker indices of cointegrated echelon‐form VARMA models |
scientific article; zbMATH DE number 7708413 |
Statements
Estimating the Kronecker indices of cointegrated echelon‐form VARMA models (English)
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7 July 2023
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cointegrations
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echelon form
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Kronecker indices
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VARMA models
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