Asymptotic behavior of the Laplacian quasi-maximum likelihood estimator of affine causal processes
نویسندگان
چکیده
منابع مشابه
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2017
ISSN: 1935-7524
DOI: 10.1214/17-ejs1241