Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (Q834361): Difference between revisions

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Latest revision as of 22:04, 1 July 2024

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Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
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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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