Local asymptotic normality for multivariate linear processes-Reference-Cited by-同舟云学术

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Local asymptotic normality for multivariate linear processes

Published:1994-02 Issue:2 Volume:49 Page:331-345
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Wang Xiaobao

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference21 articles.

1. Estimation for autoregressive moving average models in time and frequency domains;Anderson;Ann. Statist.,1977

2. Inequalities;Beckenback,1983

3. Adaptive estimates for autoregressive processes;Beran;Ann. Inst. Statist. Math.,1976

4. Probability and Measure;Billingsley,1986

5. Asymptotic inference in stationary Gaussian time-series;Davies;Adv. Appl. Probab.,1973

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Local asymptotic normality for multivariate nonlinear AR processes;Stochastics and Stochastic Reports;2002-01

2. ASYMPTOTIC DISTRIBUTION OF THE ESTIMATED BDS STATISTIC AND RESIDUAL ANALYSIS OF AR MODELS ON THE CANADIAN LYNX DATA;Journal of Biological Systems;2000-03

3. Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes;Statistics;2000-01

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