Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924): Difference between revisions
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Latest revision as of 10:13, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models |
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Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (English)
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14 January 2015
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covariance matrix estimate
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Lagrange multiplier test
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likelihood ratio test
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QMLE/LSE
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residuals derivatives
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Wald test
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weak VARMA models
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