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Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
Authors:
Bardet, Jean-Marc
Wintenberger, Olivier
Citation: Bardet, Jean-marc et Wintenberger, Olivier, Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes, Annals of statistics , 37(5B), 2009, pp. 2730-2759
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