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Local asymptotic normality of multivariate ARMA processes with a linear trend

Bernard Garel and Marc Hallin ()

Annals of the Institute of Statistical Mathematics, 1995, vol. 47, issue 3, 551-579

Keywords: Multivariate linear model; multivariate ARMA process; local asymptotic normality (search for similar items in EconPapers)
Date: 1995
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Related works:
Working Paper: Local asymptotic normality of multivariate ARMA processes with a linear trend (1995)
Working Paper: Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend (1992)
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