scientific article; zbMATH DE number 1111392

zbMath0885.62105MaRDI QIDQ4375269

Gyula Pap, Martien C. A. Van Zuijlen

Publication date: 1 February 1998

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

zbMATH Keywords

discrete and continuous time autoregressive processesnearly unstable multidimensional AR models

Mathematics Subject Classification ID

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

Related Items (6)

Nearly unstable AR models with coefficient matrices in Jordan normal form ⋮ On the asymptotic normality of estimates in the nearly non-stationary AR(1) models ⋮ Nearly unstable multidimensional AR processes ⋮ Functionals of complex Ornstein-Uhlenbeck processes. ⋮ Asymptotic properties of nearly unstable multivariate AR processes. ⋮ Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets

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