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~subject:"VARMA models"
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VARMA models
Nonlinear processes
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Lagrange Multiplier test
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Boubacar Mainassara, Yacouba
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Francq, Christian
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Estimating structural VARMA models with uncorrelated but non-independent error terms
Boubacar Mainassara, Yacouba
;
Francq, Christian
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Volkswirtschaftliche Fakultät, …
-
2009
representations of general
nonlinear
processes
. Conditions are given for the consistency and asymptotic normality of the QMLE. A …
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