Asymptotic properties of conditional least-squares estimators for array time series (Q2243553)
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scientific article; zbMATH DE number 7424403
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| English | Asymptotic properties of conditional least-squares estimators for array time series |
scientific article; zbMATH DE number 7424403 |
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Asymptotic properties of conditional least-squares estimators for array time series (English)
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11 November 2021
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Klimko-Nelson's theorems
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non-stationary process
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multivariate time series
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time-varying models
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information matrix
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0.772742509841919
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0.7704514265060425
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0.7656815648078918
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0.7553983926773071
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0.7532105445861816
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