scientific article; zbMATH DE number 4015980

MaRDI QIDQ3028147zbMATH OpenFDO

Authors

Publication date 1987

zbMATH Keywords

asymptotic normalityautocovariance functionsconsistencycovariance type functionsinnovation streamslimit theoremsmoving average errorssample autocorrelationsimultaneous stochastic difference equationsstationary bivariate ARMA(l,q) processYule-Walker type estimates of the autoregressive parameters

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(1)

• On the estimation of coefficients of a simultaneous linear explosive model of higher orders with moving average errors generating a pair of time series

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