Local asymptotic normality of multivariate ARMA processes with a linear trend
| Year of publication: |
1995
|
|---|---|
| Authors: | Hallin, Marc ; Garel, Bernard |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Institute of Statistical Mathematics. Annals (1995) v.47,p.551-579 |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008574386