Penalized maximum likelihood estimation of a stochastic multivariate regression model (Q1957159)

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Penalized maximum likelihood estimation of a stochastic multivariate regression model
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    Penalized maximum likelihood estimation of a stochastic multivariate regression model (English)
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    24 September 2010
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    asymptotic normality
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    consistency
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    contemporaneous correlation
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    martingale central limit theorem
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    stationarity
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