Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes (Q521306)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes |
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Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes (English)
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7 April 2017
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Laplacian quasi-maximum likelihood estimator
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strong consistency
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asymptotic normality
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ARMA-ARCH processes
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