Asymptotic properties of multivariate nonstationary processes with applications to autoregressions (Q918100)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of multivariate nonstationary processes with applications to autoregressions |
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Asymptotic properties of multivariate nonstationary processes with applications to autoregressions (English)
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1990
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functional central limit theorem
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Asymptotic properties
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multivariate time series
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characteristic roots on the unit circle
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vector autoregressive moving average
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limiting distributions
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nonstationary processes
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stochastic integrals of Brownian motions
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consistency properties
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ordinary least squares
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nonstationary vector ARMA(p,q) process
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