Local asymptotic normality of multivariate ARMA processes with a linear trend
| Year of publication: |
1995
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|---|---|
| Authors: | Garel, Bernard ; Hallin, Marc |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 47.1995, 3, p. 551-579
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| Publisher: |
Springer |
| Subject: | Multivariate linear model | multivariate ARMA process | local asymptotic normality |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169232