Some results on multivariate autoregressive index models (Q4747427)
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scientific article; zbMATH DE number 3804714
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some results on multivariate autoregressive index models |
scientific article; zbMATH DE number 3804714 |
Statements
Some results on multivariate autoregressive index models (English)
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1983
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multivariate autoregressive index models
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index series
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maximum likelihood estimation
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model dimension reduction
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model selection
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prediction
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consistency
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asymptotic normality
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