Consistency and asymptotic normality of Maximum Likelihood estimators of Random Coefficient Autoregressive Models

Yacef Célia

doi:10.13140/rg.2.2.23831.60328

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Consistency and asymptotic normality of Maximum Likelihood estimators of Random Coefficient Autoregressive Models

Yacef Célia

Year: 2020

DOI: 10.13140/rg.2.2.23831.60328

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Keywords:

Asymptotic distribution Strong consistency Maximum likelihood Estimator Consistency (knowledge bases) Autoregressive model Quasi-maximum likelihood Estimation theory

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Consistency and asymptotic normality of Maximum Likelihood estimators of Random Coefficient Autoregressive Models

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