Unified asymptotic theory for all partial directed coherence forms
DOI10.1098/RSTA.2012.0158zbMath1353.62027OpenAlexW2023218033WikidataQ51186084 ScholiaQ51186084MaRDI QIDQ2955537
Daniel Y. Takahashi, C. S. N. de Brito, Luiz A. Baccala, Koichi Sameshima
Publication date: 13 January 2017
Published in: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rsta.2012.0158
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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