Weighted Least Squares Approximate Restricted Maximum Likelihood Estima - tion of Vector Autoregressive Processes
نویسندگان
چکیده
4 Appendix S-1 4.1 Proof of Lemma 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-1 4.2 Proof of Theorem 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-4 4.3 Proof of Theorem 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-8 4.4 Proof of Theorem 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . S-11
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