Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models (Q3856010)

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Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models
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    Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models (English)
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    1979
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    asymptotic estimation
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    vector linear time series models
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    strong consistency
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    asymptotic normality
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    time domain approximation
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    Gaussian likelihood
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    frequency domain approximation
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    testing nonlinear equality constraints
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