arXiv Open Access 2018

Consistency of quasi-maximum likelihood for processes with asymMetric laplacian innovation

Y. Boularouk K. Djaballah

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Abstrak

Strong consistency of the quasi-maximum likelihood estimator is given for a general class of multidimensional causal processes based on asyMmetric laplacian innovation.

Topik & Kata Kunci

math.ST

Penulis (2)

Y. Boularouk

K. Djaballah

Format Sitasi

APA MLA BibTeX

Boularouk, Y., Djaballah, K. (2018). Consistency of quasi-maximum likelihood for processes with asymMetric laplacian innovation. https://arxiv.org/abs/1811.02596

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Informasi Jurnal

Tahun Terbit: 2018
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓