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Local Asymptotic Normality of Multivariate ARMA Processes with a Linear Trend

  • Garel, B.
  • Hallin, M.

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Paper provided by Universite Libre de Bruxelles - C.E.M.E. in its series Papers with number 9213.

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Date of creation: 1992
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Handle: RePEc:fth:ulbeme:9213
Contact details of provider: Postal: UNIVERSITE LIBRE DE BRUXELLES, CENTRE D'ECONOMIE MATHEMATIQUE ET D'ECONOMETRIE, C.P. 139, 50 AVE F.D. ROOSEVELT 1050 BRUXELLES.
Phone: (32 2) 650 30 75
Fax: (32 2) 650 44 75
Web page: http://ecares.org/

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  1. 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.
  2. 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.
  3. 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.
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