Estimating multivariate autoregressive moving average models by fitting long autoregressions (Q3474141)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4141341
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimating multivariate autoregressive moving average models by fitting long autoregressions |
scientific article; zbMATH DE number 4141341 |
Statements
Estimating multivariate autoregressive moving average models by fitting long autoregressions (English)
0 references
1989
0 references
asymptotic efficiency
0 references
asymptotic normality
0 references
strong consistency
0 references
mixed multivariate autoregressive moving average time series models
0 references
long autoregression
0 references
0 references
0 references
0.8301152586936951
0 references
0.8244503736495972
0 references
0.8229383230209351
0 references
0.8170376420021057
0 references
