Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend
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Bibliographic InfoPaper provided by Universite Libre de Bruxelles - C.E.M.E. in its series Papers with number 9213.
Date of creation: 1992
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econometrics ; economic models;
Other versions of this item:
- Bernard Garel & Marc Hallin, 1995. "Local asymptotic normality of multivariate ARMA processes with a linear trend," Annals of the Institute of Statistical Mathematics, Springer, vol. 47(3), pages 551-579, September.
- Marc Hallin & Bernard Garel, 1995. "Local asymptotic normality of multivariate ARMA processes with a linear trend," ULB Institutional Repository 2013/2053, ULB -- Universite Libre de Bruxelles.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Marc Hallin, 1986. "Nonstationary q-dependent processes and time-varying moving average models: invertibility properties and the forecasting problem," ULB Institutional Repository 2013/2005, ULB -- Universite Libre de Bruxelles.
- Hallin, Marc & Puri, Madan L., 1991.
"Time series analysis via rank order theory: Signed-rank tests for ARMA models,"
Journal of Multivariate Analysis,
Elsevier, vol. 39(1), pages 1-29, October.
- Marc Hallin & Madan L. Puri, 1991. "Time series analysis via rank-order theory, signed-rank tests for ARMA models," ULB Institutional Repository 2013/2029, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Claude Lefèvre & Madan L. Puri, 1988. "On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series," ULB Institutional Repository 2013/2017, ULB -- Universite Libre de Bruxelles.
- Bramati, Maria Caterina, 2013. "Optimal rank-based tests for block exogeneity in vector autoregressions," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 141-162.
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