Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend.
| Year of publication: |
1992
|
|---|---|
| Authors: | Garel, B. ; Hallin, M. |
| Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
| Subject: | econometrics | economic models |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005661275