STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS (Q5697614)

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scientific article; zbMATH DE number 2215322
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STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS
scientific article; zbMATH DE number 2215322

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    STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS (English)
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    18 October 2005
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    sample correlations
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    decomposition of processes
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    largest and smallest eigenvalues of denominator matrices
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