Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (Q834361): Difference between revisions
From MaRDI portal
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 |
Statements
Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (English)
0 references
19 August 2009
0 references
quasi-maximum likelihood estimator
0 references
strong consistency
0 references
asymptotic normality
0 references
multidimensional causal processes
0 references
multivariate ARMA-GARCH processes
0 references
0 references
0 references