Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 0304-4149 |
| Author | Douc, Randal, Doukhan, Paul, Moulines, Éric |
| Maintainer | CCSD |
| Last Updated | May 10, 2026, 18:06 (UTC) |
| Created | May 10, 2026, 18:06 (UTC) |
| Identifier | hal-00833432 |
| Language | en |
| contributor | Département Communications, Images et Traitement de l'Information (TSP - CITI) ; Télécom SudParis (TSP) ; Institut Mines-Télécom [Paris] (IMT)-Institut Polytechnique de Paris (IP Paris)-Institut Mines-Télécom [Paris] (IMT)-Institut Polytechnique de Paris (IP Paris) |
| creator | Douc, Randal |
| date | 2013-07-10T00:00:00 |
| metadata_modified | 2026-02-18T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/arxiv/1210.4739 |
| set_spec | type:ART |