Estimating structural VARMA models with uncorrelated but non-independent error terms (Q631613)
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scientific article; zbMATH DE number 5865451
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| English | Estimating structural VARMA models with uncorrelated but non-independent error terms |
scientific article; zbMATH DE number 5865451 |
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Estimating structural VARMA models with uncorrelated but non-independent error terms (English)
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14 March 2011
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asymptotic normality
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nonlinear processes
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QMLE
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structural representation
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VARMA models
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0.8913308382034302
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0.8847262263298035
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0.8277264833450317
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0.8170174956321716
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0.8044377565383911
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