๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Note on a Vector-Variate Normal Distribution and a Stationary Autoregressive Process

โœ Scribed by T.W Anderson


Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
69 KB
Volume
72
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


On a mixture vector autoregressive model
โœ P. W. Fong; W. K. Li; C. W. Yau; C. S. Wong ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› John Wiley and Sons ๐ŸŒ French โš– 243 KB
A Note on the Characterization of the No
โœ Dr. M. Ahsanullah ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 127 KB ๐Ÿ‘ 2 views

Suppose X,, X,, ..., X, are independent and identically distributed random variables with absolutely continuous distribution function F. It is known that if F is standard normal distribution then (i) 2 X : is a chi-square with n degrees of freedom and (ii) nX2 is a chi-square with 1 degrees of freed

A Note on the Asymptotic Normality of Sa
โœ Shuyuan He ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 332 KB

We consider a stationary time series [X t ] given by X t = k= & k Z t&k , where [Z t ] is a strictly stationary martingale difference white noise. Under assumptions that the spectral density f (\*) of [X t ] is squared integrable and m { |k| m 2 k ร„ 0 for some {>1ร‚2, the asymptotic normality of the

A note on two process adjustment models
โœ Enrique Del Castillo ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 102 KB ๐Ÿ‘ 2 views