Open AccessAsymptotic inference for nearly unstable multidimensional AR processes
Author(s) -
Gyula Pap,
M.C.A. van Zuijlen
Publication year - 1996
Publication title -
теория вероятностей и ее применения
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp3188
Subject(s) - inference , econometrics , computer science , mathematics , artificial intelligence
AMS 1980 subject classifications: primary 62M10; secondary 62L12
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