## Department of Mathematical and Statistical Methods, Academy of Agriculture, P o z n l Summory For auto-regression models and first and second difierences models it is shown that the REML estimators of unknown parameters are asymptotically normal when the number of observations tends to infinity
β¦ LIBER β¦
A proof of asymptotic normality for some VARX models
β Scribed by Mohamed Boutahar; Claude Deniau
- Publisher
- Springer
- Year
- 1995
- Tongue
- English
- Weight
- 260 KB
- Volume
- 42
- Category
- Article
- ISSN
- 0026-1335
No coin nor oath required. For personal study only.
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