Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (Q834361)
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scientific article; zbMATH DE number 5596919
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| English | Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes |
scientific article; zbMATH DE number 5596919 |
Statements
Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (English)
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19 August 2009
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quasi-maximum likelihood estimator
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strong consistency
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asymptotic normality
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multidimensional causal processes
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multivariate ARMA-GARCH processes
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0.8746918439865112
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0.8529688715934753
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0.8427876830101013
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0.8427283763885498
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0.835209846496582
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