Consistency and asymptotic normality of least squares estimators in generalized STAR models (Q6573188)
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scientific article; zbMATH DE number 7881674
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| English | Consistency and asymptotic normality of least squares estimators in generalized STAR models |
scientific article; zbMATH DE number 7881674 |
Statements
Consistency and asymptotic normality of least squares estimators in generalized STAR models (English)
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16 July 2024
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space-time autoregressive models
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least squares estimator
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law of large numbers for dependent sequences
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central limit theorem
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multivariate time series
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