No label defined (Q3028147)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1987
0 references
covariance type functions
0 references
simultaneous stochastic difference equations
0 references
moving average errors
0 references
stationary bivariate ARMA(l,q) process
0 references
innovation streams
0 references
limit theorems
0 references
sample autocorrelation
0 references
autocovariance functions
0 references
consistency
0 references
asymptotic normality
0 references
Yule-Walker type estimates of the autoregressive parameters
0 references