Asymptotic distribution of a simple linear estimator for VARMA models in echelon form
Year of publication: |
2005-02-01
|
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Authors: | Dufour, Jean-Marie ; Jouini, Tarek |
Institutions: | Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) |
Subject: | time series | VARMA | stationary | invertible | echelon form | estimation | asymptotic normality | bootstrap | Hannan-Rissanen | séries chronologiques | stationnaire | inversible | forme échelon | normalité asymptotique |
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