Asymptotic properties of conditional least-squares estimators for array time series (Q2243553)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of conditional least-squares estimators for array time series |
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Asymptotic properties of conditional least-squares estimators for array time series (English)
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11 November 2021
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Klimko-Nelson's theorems
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non-stationary process
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multivariate time series
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time-varying models
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information matrix
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