Local asymptotic normality for multivariate nonlinear AR processes

DOI10.1080/10451120290019221zbMath0992.62087OpenAlexW2088199422MaRDI QIDQ4542936

John J. Wiorkowski, Dejian Lai, Xiaobao Wang

Publication date: 20 September 2002

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10451120290019221

zbMATH Keywords

random vectorsmultivariate nonlinear AR processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

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