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