A proof of asymptotic normality for some VARX models

Mohamed Boutahar and Claude Deniau

Metrika: International Journal for Theoretical and Applied Statistics, 1995, vol. 42, issue 1, 339 pages

Keywords: Conditional Lindeberg condition; least squares estimates; martingale difference; persistent excitation; stable autoregressive model; spectral measure (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/BF01894330

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