A proof of asymptotic normality for some VARX models
type: Item
instance of: scholarly article
title: A proof of asymptotic normality for some VARX models
zbMATH Open document ID: 0833.62082
DOI: 10.1007/BF01894330
author: Mohamed Boutahar
author: Claude Deniau
published in: Metrika
publication date: 1995-11-14T00:00:00Z
full work available at URL: https://eudml.org/doc/176614
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 815909
zbMATH Keywords: conditional Lindeberg condition
zbMATH Keywords: martingale difference
zbMATH Keywords: persistent excitation
zbMATH Keywords: spectral measure
zbMATH Keywords: asymptotic normality
zbMATH Keywords: least squares estimates
zbMATH Keywords: stable multivariate autoregressive models
zbMATH Keywords: deterministic second order input signal
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 815909