Article ID: | iaor19961846 |
Country: | Germany |
Volume: | 42 |
Issue: | 5 |
Start Page Number: | 331 |
End Page Number: | 339 |
Publication Date: | Sep 1995 |
Journal: | Metrika |
Authors: | Boutahar M., Deniau C. |
Here the authors present a proof of the asymptotic normality of least squares estimates for stable multivariate autoregressive models excited by a deterministic second order input signal.