On Some Asymptotic Results for Multivariate Autoregressive Models with Estimated Parameters (Q3769822)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Some Asymptotic Results for Multivariate Autoregressive Models with Estimated Parameters |
scientific article |
Statements
On Some Asymptotic Results for Multivariate Autoregressive Models with Estimated Parameters (English)
0 references
1986
0 references
time series models
0 references
asymptotic equivalence
0 references
estimated predictor
0 references
optimal predictor
0 references
k-dimensional p th order autoregressive processes
0 references
stable case
0 references
dependent error variables
0 references
mean square error
0 references
