scientific article; zbMATH DE number 2148870
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Publication:4660423
zbMath1059.62097MaRDI QIDQ4660423
A. Alexandre Trindade, Rainer Dahlhaus, Peter J. Brockwell
Publication date: 21 March 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
linear predictionmultivariate autoregressionmultistep predictionrecursive autoregressionVAR processes
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Asymptotic properties of some subset vector autoregressive process estimators ⋮ Simultaneous confidence bands for sequential autoregressive fitting ⋮ Practical small sample inference for single lag subset autoregressive models ⋮ Simultaneous confidence bands for Yule-Walker estimators and order selection
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