, underlying stochastic processes, specification, mathematical regularity conditions, and asymptotic properties of consistency and …

processes, specification, mathematical regularity conditions, and asymptotic properties of consistency and asymptotic normality …

, underlying stochastic processes, specification, mathematical regularity conditions, and asymptotic properties of consistency and …

processes, specification, mathematical regularity conditions, and asymptotic properties of consistency and asymptotic normality …

, and for which the (quasi-) maximum likelihood estimates have valid asymptotic properties under the appropriate parametric … restrictions. The paper provides a discussion of the stochastic processes, regularity conditions, and asymptotic properties of …, has no underlying stochastic process, regularity conditions, or asymptotic properties. …

asymptotic properties. Diagonal BEKK (DBEKK) does not suffer from these limitations, and hence provides a suitable benchmark. We …

derivation of asymptotic properties of the Quasi-Maximum Likelihood Estimators (QMLE). To date, the statistical properties of the …