Identification of multivariate ARMA models (Q1286663)

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Identification of multivariate ARMA models
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    title
    Identification of multivariate ARMA models (English)
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    DOI
    10.1007/BF02011890
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    author
    Guibin Li
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    publication date
    31 October 1999
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    Mathematics Subject Classification ID
    62M10
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    60F15
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    60F05
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    62F12
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    zbMATH DE Number
    1281424
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    zbMATH Keywords
    VARMA
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    multiple time series
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    law of iterated logarithm
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    central limit theorem
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    estimates of orders
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    ARMA models
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    LIL
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    CLT
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