A Proof of Asymptotic Normality for some VARX Models.
Metrika, Tome 42 (1995) no. 3-4, pp. 331-340.

Voir la notice de l'article provenant de la source European Digital Mathematics Library

Mots-clés : conditional Lindeberg condition, martingale difference, persistent excitation, spectral measure, asymptotic normality, least squares estimates, stable multivariate autoregressive models, deterministic second order input signal
@article{MET_1995__42_3-4_176614,
     author = {Mohamed Boutahar and Claude Deniau},
     title = {A {Proof} of {Asymptotic} {Normality} for some {VARX} {Models.}},
     journal = {Metrika},
     pages = {331--340},
     publisher = {mathdoc},
     volume = {42},
     number = {3-4},
     year = {1995},
     zbl = {0833.62082},
     url = {http://geodesic.mathdoc.fr/item/MET_1995__42_3-4_176614/}
}
TY  - JOUR
AU  - Mohamed Boutahar
AU  - Claude Deniau
TI  - A Proof of Asymptotic Normality for some VARX Models.
JO  - Metrika
PY  - 1995
SP  - 331
EP  - 340
VL  - 42
IS  - 3-4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MET_1995__42_3-4_176614/
ID  - MET_1995__42_3-4_176614
ER  - 
%0 Journal Article
%A Mohamed Boutahar
%A Claude Deniau
%T A Proof of Asymptotic Normality for some VARX Models.
%J Metrika
%D 1995
%P 331-340
%V 42
%N 3-4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MET_1995__42_3-4_176614/
%F MET_1995__42_3-4_176614
Mohamed Boutahar; Claude Deniau. A Proof of Asymptotic Normality for some VARX Models.. Metrika, Tome 42 (1995) no. 3-4, pp. 331-340. http://geodesic.mathdoc.fr/item/MET_1995__42_3-4_176614/