Vector linear time series models. (English) Zbl 0327.62055
MSC:
| 62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |
| 62M15 | Inference from stochastic processes and spectral analysis |
| 62E20 | Asymptotic distribution theory in statistics |
| 60F05 | Central limit and other weak theorems |
| 60F15 | Strong limit theorems |
