Estimating weak periodic vector autoregressive time series (Q6064239)
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scientific article; zbMATH DE number 7776686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating weak periodic vector autoregressive time series |
scientific article; zbMATH DE number 7776686 |
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Estimating weak periodic vector autoregressive time series (English)
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12 December 2023
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asymptotic normality
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least squares estimation
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periodic time series
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weak PVAR models
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