Ergodicity of observation-driven time series models and...

Stochastic Processes and their Applications 2013 / 07 Vol. 123; Iss. 7

Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator

Douc, R., Doukhan, P., Moulines, E.
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Volume:
123
Language:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2013.04.010
Date:
July, 2013
File:
PDF, 322 KB
english, 2013
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