The asymptotic behaviors for least square estimation of multi-casting autoregressive processes
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Publication:2015059
DOI10.1016/j.jmva.2014.04.014zbMath1291.62167MaRDI QIDQ2015059
Publication date: 18 June 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.04.014
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60F10: Large deviations
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