Vector linear time series models

DOI10.2307/1425908zbMath0327.62055MaRDI QIDQ4092809

E. J. Hannan, William T. M. Dunsmuir

Publication date: 1976

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1425908

Mathematics Subject Classification ID

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

62E20: Asymptotic distribution theory in statistics

60F05: Central limit and other weak theorems

62M15: Inference from stochastic processes and spectral analysis

60F15: Strong limit theorems

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