A note on a method to compute the asymptotic Distribution of the sample second order moments of dynamic linear normal variables

DOI10.1080/03610928908829912zbMath0696.62044OpenAlexW2029932699MaRDI QIDQ3473013

Bernadette Govaerts

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908829912

zbMATH Keywords

asymptotic distributiondynamic linear normal distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items

Encompassing in stationary linear dynamic models

Cites Work

• An Algorithm for Computing Reducing Subspaces by Block Diagonalization
• An Algorithmic Derivation of the Jordan Canonical Form
• An Algorithm for Numerical Computation of the Jordan Normal Form of a Complex Matrix