Local asymptotic normality of multivariate ARMA processes with a linear trend
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Volume (Year): 47 (1995)
Issue (Month): 3 (September)
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References listed on IDEAS
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- 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 Lal 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, 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.
- Marc Hallin & Claude Lefèvre & Madan Lal 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. Full references (including those not matched with items on IDEAS)
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