Asymptotic properties of multivariate nonstationary processes with applications to autoregressions (Q918100)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic properties of multivariate nonstationary processes with applications to autoregressions |
scientific article; zbMATH DE number 4157728
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of multivariate nonstationary processes with applications to autoregressions |
scientific article; zbMATH DE number 4157728 |
Statements
Asymptotic properties of multivariate nonstationary processes with applications to autoregressions (English)
0 references
1990
0 references
functional central limit theorem
0 references
Asymptotic properties
0 references
multivariate time series
0 references
characteristic roots on the unit circle
0 references
vector autoregressive moving average
0 references
limiting distributions
0 references
nonstationary processes
0 references
stochastic integrals of Brownian motions
0 references
consistency properties
0 references
ordinary least squares
0 references
nonstationary vector ARMA(p,q) process
0 references
