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scientific article; zbMATH DE number 562294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 562294 |
Statements
28 June 1994
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multiple autoregressive models
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conditional hetero-covariance matrix
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stationarity
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MARCH models
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consistency
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asymptotic normality
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least squares estimator
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maximum likelihood estimator
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