Penalized maximum likelihood estimation of a stochastic multivariate regression model (Q1957159)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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