Asymptotic properties of multivariate nonstationary processes with applications to autoregressions (Q918100)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4157728
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic properties of multivariate nonstationary processes with applications to autoregressions |
scientific article; zbMATH DE number 4157728 |
Statements
Asymptotic properties of multivariate nonstationary processes with applications to autoregressions (English)
0 references
1990
0 references
functional central limit theorem
0 references
Asymptotic properties
0 references
multivariate time series
0 references
characteristic roots on the unit circle
0 references
vector autoregressive moving average
0 references
limiting distributions
0 references
nonstationary processes
0 references
stochastic integrals of Brownian motions
0 references
consistency properties
0 references
ordinary least squares
0 references
nonstationary vector ARMA(p,q) process
0 references
0.8175289034843445
0 references
0.8142855763435364
0 references
0.8063260912895203
0 references
0.8036651611328125
0 references
0.8006404638290405
0 references
