Estimating the asymptotic variance matrix of the QMLE of weak multivariate ARMA models (Q639606)
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scientific article; zbMATH DE number 5949144
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the asymptotic variance matrix of the QMLE of weak multivariate ARMA models |
scientific article; zbMATH DE number 5949144 |
Statements
Estimating the asymptotic variance matrix of the QMLE of weak multivariate ARMA models (English)
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22 September 2011
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0.9448519
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0.92478424
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0.91549486
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0.9148642
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0.9008746
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0.8943563
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0.8876256
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0.8866806
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