General estimation results for \textsc{tdVARMA} array models
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Publication:6655925
DOI10.1111/jtsa.12761MaRDI QIDQ6655925
Guy Mélard, Abdelkamel Alj, Rajae Azrak
Publication date: 27 December 2024
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Inference from stochastic processes (62Mxx)
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