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

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

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

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Veröffentlicht in:arXiv.org 2018-11
Hauptverfasser: Boularouk, Y, Djaballah, K
Format: Artikel
Sprache:eng
Schlagworte:
Economic models
Monte Carlo simulation
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Zusammenfassung:Strong consistency of the quasi-maximum likelihood estimator is given for a general class of multidimensional causal processes based on asyMmetric laplacian innovation.
ISSN:2331-8422