Some aspects of estimation for vector time series models
This thesis is primarily concerned with some aspects of estimation for vector autoregressive moving average models which are in their appropriate echelon canonical forms. We restrict attention to the most straightforward part of the modelling procedure, namely, the estimation for fixed values of the Kronecker indices of the structural parameters using ordinary least squares, Gaussian (maximum) likelihood and generalized least squares methods, respectively. Our primary objective here is to...[Show more]
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