Finite-time analysis of vector autoregressive models under linear restrictions (Q5022112)
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scientific article; zbMATH DE number 7458265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-time analysis of vector autoregressive models under linear restrictions |
scientific article; zbMATH DE number 7458265 |
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Finite-time analysis of vector autoregressive models under linear restrictions (English)
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18 January 2022
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empirical process theory
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least squares estimation
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non-asymptotic analysis
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stochastic regression
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unstable process
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vector autoregressive model
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