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~subject:"Schätztheorie"
~person:"Mélard, Guy"
~isPartOf:"ECARES working paper"
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An indirect proof for the asymptotic properties of VARMA model estimators
Mélard, Guy
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2020
Persistent link: https://www.econbiz.de/10012242681
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Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients
Alj, Abdelkamer
;
Azrak, Rajae
;
Ley, Christophe
;
Mélard, Guy
-
2016
Persistent link: https://www.econbiz.de/10011672524
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Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients : part I
Alj, Abdelkamel
;
Ley, Christophe
;
Mélard, Guy
-
2015
Persistent link: https://www.econbiz.de/10011289207
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