AI Chat AI Image Generator AI Video Text to Speech

Consistency of quasi-maximum likelihood for processes with asymMetric laplacian innovation

11/06/2018

∙

by Y. Boularouk, et al.

∙

∙

Strong consistency of the quasi-maximum likelihood estimator is given for a general class of multidimensional causal processes based on asyMmetric laplacian innovation.

Y. Boularouk
1 publication
K. Djaballah
1 publication

page 1

page 2

page 3

page 4

research

∙ 07/03/2023

Asymptotic properties of maximum likelihood estimators for determinantal point processes

We obtain the almost sure consistency and the Berry-Esseen type bound of...

0 Yaozhong Hu, et al. ∙

research

∙ 06/14/2021

Quasi-Maximum Likelihood based Model Selection Procedures for Binary Outcomes

In this paper, I propose two model selection procedures based on a quasi...

0 Shunichiro Orihara, et al. ∙

research

∙ 10/25/2021

A new semi-parametric estimator for LARCH processes

This paper aims at providing a new semi-parametric estimator for LARCH(∞...

0 Jean-Marc Bardet, et al. ∙

research

∙ 03/08/2023

Unbiased likelihood-based estimation of Wright-Fisher diffusion processes

In this paper we propose an unbiased Monte Carlo maximum likelihood esti...

0 Celia García-Pareja, et al. ∙

research

∙ 02/04/2021

Inference and model selection in general causal time series with exogenous covariates

In this paper, we study a general class of causal processes with exogeno...

0 Mamadou Lamine Diop, et al. ∙

research

∙ 04/13/2021

Bahadur efficiency of the maximum likelihood estimator and one-step estimator for quasi-arithmetic means of the Cauchy distribution

Some quasi-arithmetic means of random variables easily give unbiased str...

0 Yuichi Akaoka, et al. ∙

research

∙ 01/31/2020

Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes

We develop a quasi-likelihood analysis procedure for a general class of ...

0 Simon Clinet, et al. ∙