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Sur l'estimation de la partie autorégressive d'un modèle ARMA vectoriel stable. (About estimation of the autoregressive part for stable multidimensional ARMA models) - MaRDI portal

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Sur l'estimation de la partie autorégressive d'un modèle ARMA vectoriel stable. (About estimation of the autoregressive part for stable multidimensional ARMA models) (Q3986674)

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scientific article; zbMATH DE number 29175
Language Label Description Also known as
English
Sur l'estimation de la partie autorégressive d'un modèle ARMA vectoriel stable. (About estimation of the autoregressive part for stable multidimensional ARMA models)
scientific article; zbMATH DE number 29175

    Statements

    author
    Wassima Dellagi
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    publication date
    27 June 1992
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    zbMATH Keywords
    estimation of autoregressive parameters
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    multidimensional ARMA
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    autoregressive moving average
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    eigenvalues
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    unit circle
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    strongly consistent
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    asymptotically normal
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    Identifiers

    zbMATH DE Number
    29175
    0 references
     
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