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)
Date: 1992
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
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)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:ulbeme:9213

Access Statistics for this paper

More papers in Working Papers from Universite Libre de Bruxelles - C.E.M.E. UNIVERSITE LIBRE DE BRUXELLES, CENTRE D'ECONOMIE MATHEMATIQUE ET D'ECONOMETRIE, C.P. 139, 50 AVE F.D. ROOSEVELT 1050 BRUXELLES.. Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().