A proof of asymptotic normality for some VARX models (Q1902123)
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scientific article; zbMATH DE number 815909
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A proof of asymptotic normality for some VARX models |
scientific article; zbMATH DE number 815909 |
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A proof of asymptotic normality for some VARX models (English)
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14 November 1995
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conditional Lindeberg condition
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martingale difference
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persistent excitation
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spectral measure
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asymptotic normality
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least squares estimates
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stable multivariate autoregressive models
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deterministic second order input signal
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