A proof of asymptotic normality for some VARX models
| Year of publication: |
1995
|
|---|---|
| Authors: | Boutahar, Mohamed ; Deniau, Claude |
| Published in: |
Metrika. - Springer. - Vol. 42.1995, 1, p. 331-339
|
| Publisher: |
Springer |
| Subject: | Conditional Lindeberg condition | least squares estimates | martingale difference | persistent excitation | stable autoregressive model | spectral measure |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005178980