Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (Q834361): Difference between revisions
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Latest revision as of 10:59, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes |
scientific article |
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Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (English)
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19 August 2009
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quasi-maximum likelihood estimator
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strong consistency
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asymptotic normality
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multidimensional causal processes
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multivariate ARMA-GARCH processes
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