Asymptotic properties of some subset vector autoregressive process estimators (Q1882943)
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scientific article; zbMATH DE number 2105298
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of some subset vector autoregressive process estimators |
scientific article; zbMATH DE number 2105298 |
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Asymptotic properties of some subset vector autoregressive process estimators (English)
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1 October 2004
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Subset modeling
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Least squares
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Yule--Walker
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Burg
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Martingale
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Recursive algorithm
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