Estimation of matrix autoregression process parameters with nonstationary noise (Q3411277)
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scientific article; zbMATH DE number 5079352
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| English | Estimation of matrix autoregression process parameters with nonstationary noise |
scientific article; zbMATH DE number 5079352 |
Statements
8 December 2006
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martingale-differences innovations
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least squares estimate
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asymptotic distribution
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0.7836020588874817
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0.7760139107704163
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