Asymptotic distributions for quasi-efficient estimators in echelon VARMA models
JM Dufour, T Jouini - Computational Statistics & Data Analysis, 2014 - Elsevier
… , in high-dimensional systems, nonlinear estimation procedures cannot compete with linear methods from the computational cost viewpoint, especially when simulation-based inference …
Cited by
Link to paper
… , in high-dimensional systems, nonlinear estimation procedures cannot compete with linear methods from the computational cost viewpoint, especially when simulation-based inference …