Estimating multivariate autoregressive moving average models by fitting long autoregressions (Q3474141)
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: Estimating multivariate autoregressive moving average models by fitting long autoregressions |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating multivariate autoregressive moving average models by fitting long autoregressions |
scientific article |
Statements
Estimating multivariate autoregressive moving average models by fitting long autoregressions (English)
0 references
1989
0 references
asymptotic efficiency
0 references
asymptotic normality
0 references
strong consistency
0 references
mixed multivariate autoregressive moving average time series models
0 references
long autoregression
0 references
0 references
0 references
