Asymptotic inference for discrete vector $AR$ processes

1989/36/1-4 (2) — DOI: 10.5486/PMD.1989.36.1-4.02 — pp. 9-13

Authors: Mátyás Arató

Abstract:

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Keywords: autoregression, least squares estimate, stochastic difference equation, martingale difference, Gauss-Markov process

Mathematics Subject Classification: 62M10, 62E17