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An indirect proof for the asymptotic properties of VARMA model estimators
Mélard, Guy - 2020
Persistent link: https://www.econbiz.de/10012242681
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Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients : part I
Alj, Abdelkamel; Ley, Christophe; Mélard, Guy - 2015
Persistent link: https://www.econbiz.de/10011289207
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Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients
Alj, Abdelkamer; Azrak, Rajae; Ley, Christophe; Mélard, Guy - 2016
Persistent link: https://www.econbiz.de/10011672524