Estimating the asymptotic variance matrix of the QMLE of weak multivariate ARMA models (Q639606)

From MaRDI portal





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)
    0 references
    22 September 2011
    0 references

    Identifiers