Consistency of quasi-maximum likelihood for processes with asymMetric laplacian innovation
Statistics Theory
2018-11-08 v1 Statistics Theory
Abstract
Strong consistency of the quasi-maximum likelihood estimator is given for a general class of multidimensional causal processes based on asyMmetric laplacian innovation.
Keywords
Cite
@article{arxiv.1811.02596,
title = {Consistency of quasi-maximum likelihood for processes with asymMetric laplacian innovation},
author = {Y. Boularouk and K. Djaballah},
journal= {arXiv preprint arXiv:1811.02596},
year = {2018}
}