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zbMath0577.62080MaRDI QIDQ3698119

D. Smoczyński, Mirosław Krzyśko

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic properties least squares estimators order determination multivariate autoregressive process minimizing the posterior risk

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15)

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