Asymptotic properties of nearly unstable multivariate AR processes.
type: Item
instance of: scholarly article
title: Asymptotic properties of nearly unstable multivariate AR processes.
zbMATH Open document ID: 1043.62531
DOI: 10.1016/S0898-1221(98)00249-1
publication date: 2000-01-20T00:00:00Z
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1391497
zbMATH Keywords: Discrete time autoregressive processes
zbMATH Keywords: Continuous time processes
zbMATH Keywords: Nearly unstable models
author: Gyula Pap
author: Martien C. A. van Zuijlen
MaRDI profile type: Publication
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full work available at URL: s0898-1221(98)00249-1
OpenAlex ID: W2086487702
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 1391497