Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (Q1623428)
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scientific article; zbMATH DE number 6983914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distributions for quasi-efficient estimators in echelon VARMA models |
scientific article; zbMATH DE number 6983914 |
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Asymptotic distributions for quasi-efficient estimators in echelon VARMA models (English)
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23 November 2018
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stationary invertible VARMA
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echelon form
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Kronecker indices
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truncation lag
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linear estimation
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simulation
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