Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models (Q485924)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models |
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
