向量自回归模型参数估计矩阵的渐近分布

Asymptotic distribution of parameter estimated matrix for vector autoregressive models

讨论了向量自回归模型参数的估计矩阵^Π、^Ω的渐近分布,给出并证明了两个相应的结论.

The asymptotic distribution of parameter estimated matrix , for vector autoregressive models is discussed.Two relative conclusions are given and proved as well.