Penalized maximum likelihood estimation of a stochastic multivariate regression model
type: Item
instance of: scholarly article
title: Penalized maximum likelihood estimation of a stochastic multivariate regression model
zbMATH Open document ID: 1195.62084
author: Elizabeth Hansen
author: Kung-Sik Chan
published in: Statistics \& Probability Letters
publication date: 2010-09-24T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 5791196
zbMATH Keywords: asymptotic normality
zbMATH Keywords: consistency
zbMATH Keywords: contemporaneous correlation
zbMATH Keywords: martingale central limit theorem
zbMATH Keywords: stationarity
MaRDI profile type: Publication
full work available at URL: j.spl.2010.07.005
OpenAlex ID: W2034049367
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DOI: 10.1016/J.SPL.2010.07.005
description: scientific article; zbMATH DE number 5791196