Estimating vector multiplicative error model using the closed-formed moment method
type: Item
instance of: scholarly article
zbMATH Open document ID: 1347.60031
author: Wanbo Lu
author: Jungong Li
author: Minglu Tang
author: Yan-feng Wang
publication date: 2016-06-22T00:00:00Z
full work available at URL: 2.pdf
Mathematics Subject Classification ID: 60F99
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6596589
zbMATH Keywords: vector multiplicative error model
zbMATH Keywords: closed-form estimator
zbMATH Keywords: quasi-maximum likelihood estimator
zbMATH Keywords: asymptotic property
zbMATH Keywords: moment equation
MaRDI profile type: Publication
title: Estimating vector multiplicative error model using the closed-formed moment method
published in: Dynamics of Continuous, Discrete \& Impulsive Systems. Series B. Applications \& Algorithms
description: scientific article; zbMATH DE number 6596589