most citedEstimating weak periodic vector autoregressive time series

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math.ST2024★ 3 cited

Estimating weak periodic vector autoregressive time series

Yacouba Boubacar Maïnassara, Eugen Ursu

This article develops the asymptotic distribution of the least squares estimator of the model parameters in periodicvector autoregressive time series models (hereafter PVAR) with u…