Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances

Document Details

Document Type
Pub Defense Publication
Publication Date
Feb 01, 1992
Source ID
10.1016/0047-259x(92)90024-a

Entities

People

  • Naoto Kunitomo
  • T.w. Anderson

Organizations

  • Army Research Office
  • Ministry of Education of the Republic of Korea
  • University of Tokyo