Asymptotic Properties of QML Estimators for VARMA Models with Time‐dependent Coefficients (Q5357658)
From MaRDI portal
scientific article; zbMATH DE number 6774139
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Properties of QML Estimators for VARMA Models with Time‐dependent Coefficients |
scientific article; zbMATH DE number 6774139 |
Statements
Asymptotic Properties of QML Estimators for VARMA Models with Time‐dependent Coefficients (English)
0 references
12 September 2017
0 references
non-stationary process
0 references
multivariate time series
0 references
time-varying models
0 references
Gaussian quasi-maximum likelihood estimator
0 references
asymptotic information matrix
0 references
