Asymptotic properties of nearly unstable multivariate AR processes. (Q1962952)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic properties of nearly unstable multivariate AR processes. |
scientific article; zbMATH DE number 1391497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of nearly unstable multivariate AR processes. |
scientific article; zbMATH DE number 1391497 |
Statements
Asymptotic properties of nearly unstable multivariate AR processes. (English)
0 references
20 January 2000
0 references
Discrete time autoregressive processes
0 references
Continuous time processes
0 references
Nearly unstable models
0 references
0 references
