Consistency and asymptotic normality of least squares estimators in generalized STAR models

Statistica Neerlandica

Volumn 62, Issue 4, 2008, Pages 482-508

  Borovkova, Svetlana ^a   Lopuhaä, Hendrik P ^b   Ruchjana, Budi Nurani ^c  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

^b DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

^c PADJADJARAN UNIVERSITY   (Indonesia)

Author keywords

Central limit theorem; Law of large numbers for dependent sequences; Least squares estimator; Multivariate time series; Space time autoregressive models

Indexed keywords

EID: 53849119512     PISSN: 00390402     EISSN: 14679574     Source Type: Journal    
DOI: 10.1111/j.1467-9574.2008.00391.x     Document Type: Article

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