Geodesic
A Proof of Asymptotic Normality for some VARX Models.
Metrika, Tome 42 (1995) no. 3-4, pp. 331-340 Cet article a éte moissonné depuis la source European Digital Mathematics Library

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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},
     year = {1995},
     volume = {42},
     number = {3-4},
     zbl = {0833.62082},
     url = {http://geodesic.mathdoc.fr/item/MET_1995__42_3-4_176614/}
}
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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/