Local asymptotic normality of multivariate ARMA processes with a linear trend
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|Date of creation:||1995|
|Date of revision:|
|Publication status:||Published in: Institute of Statistical Mathematics. Annals (1995) v.47,p.551-579|
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- 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.
- 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.
- 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, 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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