| Article ID: | iaor19961846 |
| Country: | Germany |
| Volume: | 42 |
| Issue: | 5 |
| Start Page Number: | 331 |
| End Page Number: | 339 |
| Publication Date: | Sep 1995 |
| Journal: | Metrika |
| Authors: | Boutahar M., Deniau C. |
Here the authors present a proof of the asymptotic normality of least squares estimates for stable multivariate autoregressive models excited by a deterministic second order input signal.