Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q300777 |
||
| Property / author | |||
| Property / author: Yacouba Boubacar Maïnassara / rank | |||
Revision as of 21:52, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models |
scientific article |
Statements
Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (English)
0 references
14 January 2015
0 references
covariance matrix estimate
0 references
Lagrange multiplier test
0 references
likelihood ratio test
0 references
QMLE/LSE
0 references
residuals derivatives
0 references
Wald test
0 references
weak VARMA models
0 references
