Showing 1 - 10 of 8,117
Persistent link: https://www.econbiz.de/10001490913
techniques as well as standard Gaussian asymptotic distributional theory. Bootstrap procedures are also considered. For the case … et nous proposons des méthodes linéaires basées sur l'estimation d'autorégressions vectorielles à différents horizons … régression linéaire de même que la théorie distributionnelle asymptotique gaussienne habituelle. Dans le cas des processus …
Persistent link: https://www.econbiz.de/10005100843
In this paper, we study the asymptotic distribution of a simple two-stage (Hannan-Rissanen-type) linear estimator for stationary invertible vector autoregressive moving average (VARMA) models in the echelon form representation. General conditions for consistency and asymptotic normality are...
Persistent link: https://www.econbiz.de/10005100706
Persistent link: https://www.econbiz.de/10001490922
Persistent link: https://www.econbiz.de/10000927033
Persistent link: https://www.econbiz.de/10001565469
Persistent link: https://www.econbiz.de/10001534512
Persistent link: https://www.econbiz.de/10001490857
Persistent link: https://www.econbiz.de/10001475134
Persistent link: https://www.econbiz.de/10001167641