Local asymptotic normality of multivariate ARMA processes with a linear trend (Q1909458)
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scientific article; zbMATH DE number 854946
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| English | Local asymptotic normality of multivariate ARMA processes with a linear trend |
scientific article; zbMATH DE number 854946 |
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Local asymptotic normality of multivariate ARMA processes with a linear trend (English)
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20 May 1996
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local asymptotic normality
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multivariate ARMA models
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linear trend
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multivariate general linear models
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ARMA error term
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correlogram
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generalized concept of residual cross-covariance function
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0.860866367816925
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0.8581859469413757
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0.7824385166168213
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