Nearly unstable AR models with coefficient matrices in Jordan normal form
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Publication:1125015
DOI10.1016/S0898-1221(98)00188-6zbMath0928.62080MaRDI QIDQ1125015
Publication date: 11 January 2000
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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