• Title of article

    Asymptotic properties of nearly unstable multivariate AR processes

  • Author/Authors

    G. Pap، نويسنده , , M. C. A. van Zuijlen، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 1999
  • Pages
    9
  • From page
    11
  • To page
    19
  • Abstract
    Nearly unstable multidimensional AR models are studied where the coefficient matrices are given in Jordan normal form. Weak convergence of the sequence of the appropriately normalized LSEs of the coefficient matrices is proved. A natural connection between the discrete and the corresponding continuous time models is presented.
  • Keywords
    Continuous time processes , Nearly unstable models , Discrete time autoregressive processes
  • Journal title
    Computers and Mathematics with Applications
  • Serial Year
    1999
  • Journal title
    Computers and Mathematics with Applications
  • Record number

    918336

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=918336