×

zbMATH — the first resource for mathematics

Vector linear time series models. (English) Zbl 0327.62055

MSC:
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15 Inference from stochastic processes and spectral analysis
62E20 Asymptotic distribution theory in statistics
60F05 Central limit and other weak theorems
60F15 Strong limit theorems
PDF BibTeX XML Cite
Full Text: DOI