Pages that link to "Item:Q834361"
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The following pages link to Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (Q834361):
Displayed 10 items.
- Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
- A test for parameter change in general causal time series using quasi-likelihood estimator (Q412603) (← links)
- Normality test for multivariate conditional heteroskedastic dynamic regression models (Q533940) (← links)
- Asymptotic properties of LS and QML estimators for a class of nonlinear GARCH processes (Q710816) (← links)
- Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823) (← links)
- Consistency of minimum description length model selection for piecewise stationary time series models (Q1951119) (← links)
- Monitoring procedure for parameter change in causal time series (Q2637611) (← links)
- ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS (Q2845022) (← links)
- Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model (Q2868871) (← links)
- QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS (Q3224041) (← links)