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, 579 pages

Keywords: Multivariate linear model; multivariate ARMA process; local asymptotic normality (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (14)

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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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DOI: 10.1007/BF00773401

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