Asymptotic expansions in multivariate renewal theory
β Scribed by Robert Keener
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 821 KB
- Volume
- 34
- Category
- Article
- ISSN
- 0304-4149
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π SIMILAR VOLUMES
For a sequence of partial sums of d-dimensional independent identically distributed random vectors a corresponding multivariate renewal process is defined componentwise. Via strong invariance together with an extreme value limit theorem for Rayleigh processes, a number of weak asymptotic results are
We provide in this paper asymptotic theory for the multivariate GARCHΓ°p; qΓ process. Strong consistency of the quasi-maximum likelihood estimator (MLE) is established by appealing to conditions given by Jeantheau (Econometric Theory 14 (1998), 70) in conjunction with a result given by Boussama (Ergo