Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend
B. Garel and
Marc Hallin ()
Working Papers from Universite Libre de Bruxelles - C.E.M.E.
Keywords: econometrics; economic models (search for similar items in EconPapers)
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Journal Article: 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 (1995)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:ulbeme:9213
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