A Proof of Asymptotic Normality for some VARX Models.
Mohamed Boutahar; Claude Deniau
Metrika (1995)
- Volume: 42, Issue: 5, page 331-340
- ISSN: 0026-1335; 1435-926X/e
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topBoutahar, Mohamed, and Deniau, Claude. "A Proof of Asymptotic Normality for some VARX Models.." Metrika 42.5 (1995): 331-340. <http://eudml.org/doc/176614>.
@article{Boutahar1995,
author = {Boutahar, Mohamed, Deniau, Claude},
journal = {Metrika},
keywords = {conditional Lindeberg condition; martingale difference; persistent excitation; spectral measure; asymptotic normality; least squares estimates; stable multivariate autoregressive models; deterministic second order input signal},
number = {5},
pages = {331-340},
title = {A Proof of Asymptotic Normality for some VARX Models.},
url = {http://eudml.org/doc/176614},
volume = {42},
year = {1995},
}
TY - JOUR
AU - Boutahar, Mohamed
AU - Deniau, Claude
TI - A Proof of Asymptotic Normality for some VARX Models.
JO - Metrika
PY - 1995
VL - 42
IS - 5
SP - 331
EP - 340
KW - conditional Lindeberg condition; martingale difference; persistent excitation; spectral measure; asymptotic normality; least squares estimates; stable multivariate autoregressive models; deterministic second order input signal
UR - http://eudml.org/doc/176614
ER -
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